BS.
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2 answers
9 votes
1k views
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Implying risk-free rates using Put/Call parity
2 answers
2 votes
1k views
Why is the fair strike of a variance swap called implied volatility?
1 answers
3 votes
996 views
1 bookmarks
Why buy/sell a forward starting option?
1 answers
2 votes
784 views
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SPX options data from the CBOE data shop
2 answers
8 votes
760 views
3 bookmarks
Why do institutions backtest?
1 answers
0 votes
740 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
357 views
2 bookmarks
Shorting an option every day vs shorting only at maturity
3 answers
2 votes
244 views
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What does it mean for an option strategy to be leveraged
1 answers
0 votes
168 views
Stochastic volatility and forward start contracts
2 answers
2 votes
156 views
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Why would one prefer variance swaps over other instruments?
1 answers
0 votes
84 views
How do option traders choose the strikes and maturities?
1 answers
2 votes
73 views
Literature on quoting vol surfaces in the absence of listed option prices
1 answers
3 votes
70 views
Fees on derivatives