User nicolas - Quantitative Finance Stack Exchange

nicolas

Member for 12 years, 10 months
Last seen more than a month ago

12 Answers

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11 votes

Why does implied volatility show an inverse relation with strike price when examining option chains?

answered Feb 1, 2011 at 14:44

11 votes

Accepted

Is it possible to demonstrate that one pricing model is better than another?

answered Mar 11, 2012 at 14:22

6 votes

Local Volatility vs. Stochastic Volatility

answered Jun 30, 2012 at 21:20

5 votes

Approximately what proportion of a stock’s volatility is explained by market movement?

answered Feb 1, 2011 at 14:19

5 votes

Setting the r in put-call parity?

answered May 22, 2011 at 19:01

4 votes

Vanna - any practical uses for risk or pnl attribution purposes?

answered Mar 3, 2012 at 8:48

3 votes

What is the difference between volatility and variance?

answered May 22, 2011 at 18:36

2 votes

Trading spot volatility

answered Apr 9, 2014 at 15:29

1 vote

Software for decomposing payoff diagrams into plain vanilla products

answered May 22, 2011 at 19:26

1 vote

hedging with known volatility

answered Apr 9, 2014 at 8:23

-2 votes

Why are options trades supposed to be delta-neutral?

answered May 22, 2011 at 19:19

-3 votes

Lib for Arbitrage-Free Smoothing of Implied Volatility Surface?

answered May 22, 2011 at 18:48