BS.
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1 answers
2 votes
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Literature on quoting vol surfaces in the absence of listed option prices
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9 votes
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Implying risk-free rates using Put/Call parity
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2 votes
774 views
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SPX options data from the CBOE data shop
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2 votes
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Why is the fair strike of a variance swap called implied volatility?
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How do option traders choose the strikes and maturities?
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3 votes
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Why buy/sell a forward starting option?
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2 votes
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Why would one prefer variance swaps over other instruments?
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Stochastic volatility and forward start contracts
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2 votes
242 views
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What does it mean for an option strategy to be leveraged
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3 votes
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Fees on derivatives
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730 views
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Interpolating on the BS parameters and injecting in the BS formula vs interpolating directly on option prices
4 answers
7 votes
356 views
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Shorting an option every day vs shorting only at maturity
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8 votes
758 views
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Why do institutions backtest?