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Jared
  • Member for 6 years, 3 months
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17 votes
1 answer
3k views

$\mathbb{P}$ vs $\mathbb{Q}$ Probabilities - Transitioning Between Measures

9 votes
1 answer
1k views

Transition Between Volatility Regimes

7 votes
1 answer
1k views

Modeling Call Price w.r.t. Strike w Models that Capture Vol Smile

5 votes
1 answer
3k views

Implied Dividend from American Options (in practice)

5 votes
1 answer
669 views

Replicating Log Contract - Errors Introduced by Jumps

4 votes
1 answer
321 views

Pricing the European counterpart from American Options

3 votes
1 answer
405 views

Intuition Behind Scaling Factor in Variance Swaps

3 votes
2 answers
362 views

Correct Discount Curve for Exchange Traded (Centrally Cleared) Products

3 votes
2 answers
353 views

What Positions on an Underlier CANNOT be Hedged with Vanillas?

2 votes
3 answers
789 views

From Butterfly Price to Probability of $S_T$ Falling within a Range

2 votes
0 answers
248 views

Connections between Merton Fraction & Kelly Criterion

2 votes
1 answer
283 views

Recommended Instruments (and sources) for Constructing Money Market Yield Curves

2 votes
1 answer
2k views

Calculating Implied Forward Rates from Eurodollar Futures Quotes

1 vote
1 answer
188 views

SKEW Index as parameter in lognormal distribution

1 vote
1 answer
564 views

Interest Rates as Options

1 vote
3 answers
259 views

YTM of "very-seasoned" bond issues

0 votes
1 answer
78 views

Data Sources - When citing source

0 votes
1 answer
97 views

Integrating Interest and Dividend Functions

-1 votes
1 answer
229 views

Implied Probability Density with Puts