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Jared

Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 2 years, 10 months
  • 39 profile views
  • Last seen 6 hours ago

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Top Posts (21) All Questions Answers | Votes Newest

8 Transition Between Volatility Regimes Jun 4 '16
7 Modeling Call Price w.r.t. Strike w Models that Capture Vol Smile Oct 26 '16
7 $\mathbb{P}$ vs $\mathbb{Q}$ Probabilities - Transitioning Between Measures Jul 28 '17
5 Replicating Log Contract - Errors Introduced by Jumps Jul 11 '17
5 Pricing the European counterpart from American Options Nov 10 '16
3 Intuition Behind Scaling Factor in Variance Swaps Jul 8 '17
3 What Positions on an Underlier CANNOT be Hedged with Vanillas? Nov 8 '17
3 How is this probability (45%) of Fed raising rates 3 times in 2017 calculated from Fed Funds market? Dec 22 '16
2 Implied Dividend from American Options (in practice) Nov 7 '16
2 Calculating Implied Forward Rates from Eurodollar Futures Quotes Aug 23 '16
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