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 4 years, 10 months
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  • Last seen Dec 24 '20 at 14:37

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10 Implying risk-free rates using Put/Call parity Oct 29 '17
8 Why do institutions backtest? Feb 28 '16
7 Shorting an option every day vs shorting only at maturity Mar 9 '16
5 Binary Option in B-S model - technical question Mar 12 '16
3 Fees on derivatives Apr 29 '16
3 Why buy/sell a forward starting option? Jul 2 '16
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
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
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