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Jared's user avatar
Jared's user avatar
Jared
  • Member for 8 years, 8 months
  • Last seen this week
21 votes
1 answer
8k views

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

11 votes
1 answer
2k views

Transition Between Volatility Regimes

7 votes
1 answer
2k views

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

6 votes
1 answer
4k views

Implied Dividend from American Options (in practice)

5 votes
1 answer
915 views

Replicating Log Contract - Errors Introduced by Jumps

4 votes
1 answer
439 views

Pricing the European counterpart from American Options

3 votes
1 answer
560 views

Intuition Behind Scaling Factor in Variance Swaps

3 votes
2 answers
628 views

Correct Discount Curve for Exchange Traded (Centrally Cleared) Products

3 votes
2 answers
414 views

What Positions on an Underlier CANNOT be Hedged with Vanillas?

3 votes
3 answers
1k views

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

2 votes
0 answers
686 views

Connections between Merton Fraction & Kelly Criterion

2 votes
1 answer
511 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
206 views

SKEW Index as parameter in lognormal distribution

1 vote
1 answer
618 views

Interest Rates as Options

1 vote
3 answers
366 views

YTM of "very-seasoned" bond issues

0 votes
1 answer
84 views

Data Sources - When citing source

0 votes
1 answer
101 views

Integrating Interest and Dividend Functions

-1 votes
1 answer
315 views

Implied Probability Density with Puts