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Quantitative Finance
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BS.

Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 3 years
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Top Posts (15) All Questions Answers | Votes Newest

8 Implying risk-free rates using Put/Call parity Oct 29 '17
7 Why do institutions backtest? Feb 28 '16
6 Shorting an option every day vs shorting only at maturity Mar 9 '16
4 Fees on derivatives Apr 29 '16
4 Why buy/sell a forward starting option? Jul 2 '16
3 Binary Option in B-S model - technical question Mar 12 '16
2 Why would one prefer variance swaps over other instruments? Jun 11 '16
2 Literature on quoting vol surfaces in the absence of listed option prices [duplicate] Jul 10 '18
2 Why is the fair strike of a variance swap called implied volatility? Mar 11 '17
2 SPX options data from the CBOE data shop Oct 12 '17
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