User zuiqo - Quantitative Finance Stack Exchange

zuiqo

Member for 10 years, 4 months
Last seen more than a month ago

8 Questions

Score Activity Newest Views

4 votes

3 answers

318 views

Multi-asset class allocation

asset-allocation strategy

asked Jun 17, 2015 at 12:58

4 votes

1 answer

352 views

Effect of Vol-of-Vol on VIX

implied-volatility vix volatility-smile

asked May 8, 2019 at 12:17

3 votes

2 answers

157 views

Intraday Volatility over multiple timezones

volatility intraday timezone

asked Feb 16, 2016 at 12:29

3 votes

0 answers

172 views

Black-Scholes IV from Characteristic Function

stochastic-processes implied-volatility characteristic-function

asked Dec 3, 2018 at 16:35

2 votes

1 answer

151 views

Bracket-Notation in SDEs

sde notation

asked Jul 2, 2013 at 16:37

1 vote

2 answers

242 views

Opposite of Tail-Risk Hedge (Established Vocabulary)

hedging

asked Jul 22, 2014 at 8:18

1 vote

2 answers

4k views

Price of a composite option

option-pricing

asked Oct 13, 2014 at 23:00

1 vote

1 answer

107 views

SPX options strike bracket

options market-data trading

asked Sep 9, 2019 at 10:56