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Quantitative Finance
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8 Questions

Votes Activity Newest Views
2
4
votes
1
answer
248
views

Effect of Vol-of-Vol on VIX

implied-volatility vix volatility-smile
May 9 '19 at 8:05 Frido Rolloos 2,848
4
4
votes
3
answers
282
views

Multi-asset class allocation

asset-allocation strategy
Jul 7 '15 at 1:47 zuiqo 974
 
3
votes
2
answers
131
views

Intraday Volatility over multiple timezones

volatility intraday timezone
Feb 17 '16 at 12:54 Freddorick 382
 
2
votes
0
answers
100
views

Black-Scholes IV from Characteristic Function

stochastic-processes implied-volatility characteristic-function
Dec 3 '18 at 17:29 Bob Jansen♦ 5,593
1
2
votes
1
answer
141
views

Bracket-Notation in SDEs

sde notation
Jul 4 '13 at 9:47 vonjd 25.5k
 
1
vote
1
answer
98
views

SPX options strike bracket

options market-data trading
Sep 9 '19 at 14:15 noob2 7,766
 
1
vote
2
answers
4k
views

Price of a composite option

option-pricing
Dec 2 '14 at 4:47 Mark Joshi 6,423
 
1
vote
2
answers
190
views

Opposite of Tail-Risk Hedge (Established Vocabulary)

hedging
Jul 24 '14 at 17:35 scootscomputes 11
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