User Jared

21 votes

1 answer

8k views

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

asked Jul 28, 2017 at 15:30

11 votes

1 answer

2k views

Transition Between Volatility Regimes

asked Jun 4, 2016 at 15:48

7 votes

1 answer

2k views

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

asked Oct 26, 2016 at 21:15

6 votes

1 answer

4k views

Implied Dividend from American Options (in practice)

asked Nov 7, 2016 at 17:24

5 votes

1 answer

915 views

Replicating Log Contract - Errors Introduced by Jumps

asked Jul 11, 2017 at 14:27

4 votes

1 answer

439 views

Pricing the European counterpart from American Options

asked Nov 10, 2016 at 17:36

3 votes

1 answer

560 views

Intuition Behind Scaling Factor in Variance Swaps

asked Jul 8, 2017 at 21:57

3 votes

2 answers

628 views

Correct Discount Curve for Exchange Traded (Centrally Cleared) Products

asked Aug 6, 2019 at 16:43

3 votes

2 answers

414 views

What Positions on an Underlier CANNOT be Hedged with Vanillas?

asked Nov 8, 2017 at 3:16

3 votes

3 answers

1k views

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

asked Aug 18, 2018 at 0:07

2 votes

0 answers

686 views

Connections between Merton Fraction & Kelly Criterion

asked Sep 27, 2019 at 17:15

2 votes

1 answer

511 views

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

asked Jul 31, 2019 at 23:37

2 votes

1 answer

2k views

Calculating Implied Forward Rates from Eurodollar Futures Quotes

asked Aug 23, 2016 at 15:37

1 vote

1 answer

206 views

SKEW Index as parameter in lognormal distribution

asked May 16, 2016 at 16:11

1 vote

1 answer

618 views

Interest Rates as Options

asked Dec 2, 2019 at 3:54

1 vote

3 answers

366 views

YTM of "very-seasoned" bond issues

asked Sep 10, 2018 at 16:43

0 votes

1 answer

84 views

Data Sources - When citing source

asked Jan 2, 2017 at 20:34

0 votes

1 answer

101 views

Integrating Interest and Dividend Functions

asked Apr 23, 2017 at 21:51

-1 votes

1 answer

315 views

Implied Probability Density with Puts

asked Oct 22, 2016 at 19:33

Stack Exchange Network

19 Questions

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

Transition Between Volatility Regimes

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

Implied Dividend from American Options (in practice)

Replicating Log Contract - Errors Introduced by Jumps

Pricing the European counterpart from American Options

Intuition Behind Scaling Factor in Variance Swaps

Correct Discount Curve for Exchange Traded (Centrally Cleared) Products

What Positions on an Underlier CANNOT be Hedged with Vanillas?

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

Connections between Merton Fraction & Kelly Criterion

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

Calculating Implied Forward Rates from Eurodollar Futures Quotes

SKEW Index as parameter in lognormal distribution

Interest Rates as Options

YTM of "very-seasoned" bond issues

Data Sources - When citing source

Integrating Interest and Dividend Functions

Implied Probability Density with Puts