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Quantitative Finance
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Victor123's user avatar
Victor123's user avatar
Victor123
  • Member for 13 years, 10 months
  • Last seen more than 3 years ago
  • Toronto, Canada
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Top posts
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question
8
How to approximate the time to mean reversion for implied volatility
Feb 25, 2015
question
8
Effect of volatility on the delta of a call option
May 29, 2015
answer
7
How can put options be more expensive than call options in an efficient market?
May 29, 2015
question
7
Can I add the greeks of individual postions to obtain greeks for the portfolio
Feb 11, 2015
question
6
Why a calendar spread is a preferred strategy in a low volatility period
Feb 25, 2015
question
6
Math background required to understand geometric brownian motion
May 28, 2015
question
5
Does higher vega imply higher IV and vice versa
Feb 26, 2015
question
5
Why an option has sometimes and implied volatility greater than 100%?
Feb 24, 2015
question
5
Why gamma for ATM option decreases as volatility increases
Nov 21, 2014
question
4
How can a beginner trader make use of 'volatility of volatility'
May 29, 2015
Top network posts
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219
Why would a company care about the price of its own shares in the stock market?
87
When will a string be garbage collected in java
79
Why is ANOVA equivalent to linear regression?
57
Why zero correlation does not necessarily imply independence
55
document.getelementbyId will return null if element is not defined?