Quantitative Finance
EpicAdv
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All Questions Answers
Votes Newest
6
Calibrating stochastic volatility model from price history (not option prices)
Nov 20 '15
5
Understanding skew of SPX - Why does IV of OTM puts increase with strike?
Oct 27 '15
1
Assuming Black-Scholes assumptions are correct, would the expected return from buying/selling options be 0?
Nov 3 '15
1
Calculate uncertainty of option expiring ITM
Nov 26 '19
0
Are there volatility models dependent on returns?
Jan 10 '20
Top network posts
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42
Logarithmic returns in pandas dataframe
8
Fixed point math with ARM Cortex-M4 and gcc compiler
8
Python warn me or prevent me from using global variables
5
How to deal with multiple representations of quaternions
5
API access to USPTO application

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