User FKaria - Quantitative Finance Stack Exchange

FKaria

Member for 12 years
Last seen more than 1 year ago

10 Answers

Score Activity Newest

26 votes

Accepted

Does implied volatility vary for calls vs puts?

answered Mar 26, 2013 at 19:35

6 votes

How does one go from measure P to Q(risk-neutral) when modeling an asset paying dividends?

answered May 20, 2012 at 11:10

5 votes

Price of a down-and-out call in terms of European call

answered Jan 23, 2014 at 15:35

4 votes

Extrapolating implied volatilities to small time

answered Jan 23, 2014 at 16:16

4 votes

How to calculate stock move probability based on option implied volatility and time to expiration? (Monte Carlo simulation)

answered Jan 31, 2013 at 23:42

3 votes

Accepted

Value of American Call vs Value of European Call when using implicit finite differences

answered Feb 7, 2014 at 12:19

2 votes

Stochastic modeling of stock price process

answered Apr 7, 2013 at 21:20

2 votes

Reference request for arbitrage pricing with martingale theory

answered Apr 12, 2017 at 16:01

1 vote

How to transform process to risk-neutral measure for Monte Carlo option pricing?

answered Oct 17, 2012 at 20:08

1 vote

Basket Option weight sensitivity calculation

answered Feb 19, 2014 at 13:02