Quantitative Finance
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Victor123's user avatar
Victor123's user avatar
Victor123
  • Member for 12 years, 10 months
  • Last seen more than 2 years ago
  • Toronto, Canada
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All Questions Answers
Score Newest
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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214
Why would a company care about the price of its own shares in the stock market?
86
When will a string be garbage collected in java
76
Why is ANOVA equivalent to linear regression?
53
Why zero correlation does not necessarily imply independence
51
Is a time series the same as a stochastic process?

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