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nicolas's user avatar
nicolas's user avatar
nicolas
  • Member for 13 years, 3 months
  • Last seen more than a week ago
11 votes

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

11 votes
Accepted

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

7 votes

Local Volatility vs. Stochastic Volatility

5 votes

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

5 votes

Setting the r in put-call parity?

4 votes

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

3 votes

What is the difference between volatility and variance?

2 votes

Trading spot volatility

1 vote

Software for decomposing payoff diagrams into plain vanilla products

1 vote

hedging with known volatility

-2 votes

Why are options trades supposed to be delta-neutral?

-3 votes

Lib for Arbitrage-Free Smoothing of Implied Volatility Surface?