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Popular Question

Question with 1,000 views. This badge can be awarded multiple times.

Wolfy

7388 silver badges30 bronze badges

earned this badge 13 times.

Volatility Forecasting of VIX

Awarded Jan 18 at 10:17

Linear combination of Payoffs using Black-Scholes

Awarded Nov 28, 2022 at 15:34

Is this process of Brownian motion?

Awarded Apr 6, 2022 at 15:42

Mark Joshi, Quant Interview Question problem 2.34; replicating a digital option on a 4-step symmetric binomial tree

Awarded Apr 25, 2021 at 16:23

Does financial math benefit society?

Awarded Mar 16, 2021 at 12:41

Pathwise Derivative To Estimate Delta

Awarded Mar 8, 2021 at 11:05

Two-period binomial model with dividends

Awarded Jan 13, 2021 at 9:35

Black-Scholes Equation with dividend

Awarded Nov 4, 2020 at 15:12

Given two risky stocks calculate the rate of return, standard deviation, beta, and risk-free rate

Awarded May 31, 2020 at 11:55

How to price and find a replicating portfolio for a call spreads using a two-period binomial model?

Awarded Feb 11, 2020 at 15:10

Risk-Neutral Probabilities, Trinomial Model

Awarded Dec 2, 2018 at 19:45

Price of call/put is convex in $K$ (strike price)

Awarded Sep 19, 2018 at 19:25

Swap contract comparative advantage

Awarded May 7, 2018 at 15:17

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