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Lower bound for Bermudan Option Price

Do Perpetual American Options have closed form functions to compute the Greeks?

Intuition behind Implied Volatility Surface

Stress Testing approaches at Pension Funds/Asset Management companies

sharp ratio/sortino ratio for options portfolio

When a stochastic volatility model is calibrated?

Arbitrage possible with negative rate of interest?

Kurtosis in GARCH

Dividend paying asset, why can't be taken as numéraire?

Does Black Scholes need to assume no arbitrage?

Struggling with tau in Black-Litterman

Long Gamma vs Vega

How are Brownian Bridges used in derivatives pricing in practice?

Principal Component Analysis of yield curve change

What study has shown that “about two thirds of acquisitions end up destroying shareholder value”?

What is the other type of impact of dividends on the stock price in this formula?

Continuous delta hedge formula

How to trade interest rate futures calendar spread?

Least Square Monte Carlo - american Call Option

Black Litterman: Is it possible to have multiple views (from different sources) on the same asset?

Is there a way to meaningfully generate daily returns from monthly?

Is it possible to deal with non-normal distribution in Black-Litterman model?

Pricing bonds of float coupon rate by stochastic interest rate

Why is it useless to model stochastic volatility when pricing Vanilla style derivatives?

derivation of the hedging error in a black scholes setup

Ideas about Stochastic volatility models

How does one estimate the probability of the Fed increasing its benchmark rate based on Fed funds futures?

parameters in Heston model and their impact on volatility smile

How to exploit calendar arbitrage?

Is there a good closed-form approximation for Black-Scholes implied volatility?