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

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  • Member for 3 years, 4 months
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  • Last seen May 19 at 9:41

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Top posts (14) All Questions Answers | Votes Newest

8 Implying risk-free rates using Put/Call parity Oct 29 '17
7 Shorting an option every day vs shorting only at maturity Mar 9 '16
6 Why do institutions backtest? Feb 28 '16
4 Binary Option in B-S model - technical question Mar 12 '16
3 Why buy/sell a forward starting option? Jul 2 '16
3 Fees on derivatives Apr 29 '16
2 What does it mean for an option strategy to be leveraged May 1 '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
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