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foshizzle
  • Member for 7 years, 2 months
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6 votes
2 answers
7k views

Derive vega for Black-Scholes call from this formula?

5 votes
1 answer
589 views

Prove arbitrage opportunity

3 votes
3 answers
1k views

Construct option and stock portfolio

3 votes
1 answer
8k views

Option pricing: Risk neutral probability calculation

2 votes
1 answer
181 views

Put call parity: when are the premiums the same?

2 votes
2 answers
249 views

Difference in implied volatility calculation

1 vote
1 answer
72 views

construct portfolio offering risk free profit

1 vote
2 answers
1k views

Under which conditions the minimum variance portfolio involves no short selling?

1 vote
2 answers
260 views

Which volatility to use?

1 vote
2 answers
125 views

Counting random paths

1 vote
1 answer
414 views

arbitrage proof question

0 votes
1 answer
4k views

Calculating annualized continuous dividend yield

0 votes
0 answers
367 views

Ideas for speeding up greek calculations

0 votes
0 answers
529 views

Portfolio replication option pricing: Money market position