Stack Exchange Network

Stack Exchange network consists of 180 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.

Visit Stack Exchange
Loading…
    • Tour Start here for a quick overview of the site
    • Help Center Detailed answers to any questions you might have
    • Meta Discuss the workings and policies of this site
    • About Us Learn more about Stack Overflow the company
    • Business Learn more about our products
  1. current community

    • Quantitative Finance
      help chat
    • Quantitative Finance Meta

    your communities

    Sign up or log in to customize your list.

    more stack exchange communities

    company blog
  2. Log in
  3. Sign up
Quantitative Finance
  1. Home
    1. Public
    2. Questions
    3. Tags
    4. Users
    5. Unanswered
    1. Teams
      Stack Overflow for Teams – Start collaborating and sharing organizational knowledge. Create a free Team Why Teams?
    2. Teams
    3. Create free Team

Teams

Q&A for work

Connect and share knowledge within a single location that is structured and easy to search.

Learn more
user avatar
user avatar
user avatar
DKM
  • Member for 10 years, 7 months
  • Last seen more than 8 years ago
  • Meta user
  • Network profile
Profile Activity
  • Summary
  • Answers
  • Questions
  • Tags
  • Badges
  • Bookmarks
  • Bounties
  • Reputation
  • All actions

5 Answers

Score Activity Newest
12 votes

Are there comprehensive analyses of theta decay in weekly options?

options option-pricing option-strategies
answered Dec 7, 2011 at 4:26
5 votes

Why is volatility mean-reverting?

volatility
answered Dec 1, 2011 at 20:36
4 votes

Given markets usually fall fast and rise slowly, are there trading mechanisms to take advantage of this?

options trading market
answered Nov 29, 2011 at 5:37
4 votes

illiquid american options pricing

option-pricing liquidity
answered Dec 8, 2011 at 4:56
2 votes

How to solve for the implied stock lending rate given equity options prices?

options option-pricing equities short-selling
answered Dec 13, 2011 at 17:20
Quantitative Finance
  • Tour
  • Help
  • Chat
  • Contact
  • Feedback
Company
  • Stack Overflow
  • Teams
  • Advertising
  • Collectives
  • Talent
  • About
  • Press
  • Legal
  • Privacy Policy
  • Terms of Service
  • Cookie Settings
  • Cookie Policy
Stack Exchange Network
  • Technology
  • Culture & recreation
  • Life & arts
  • Science
  • Professional
  • Business
  • API
  • Data
  • Blog
  • Facebook
  • Twitter
  • LinkedIn
  • Instagram

Site design / logo © 2022 Stack Exchange Inc; user contributions licensed under cc by-sa. rev 2022.7.1.42502

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.