Michael Mark's user avatar
Michael Mark's user avatar
Michael Mark's user avatar
Michael Mark
  • Member for 7 years, 8 months
  • Last seen more than a month ago
9 votes
2 answers
809 views

What is implied volatility?

8 votes
1 answer
454 views

Black Scholes paradox exercise

7 votes
1 answer
1k views

How to show that this process is "normally distributed"?

6 votes
3 answers
937 views

Uncertain volatility

6 votes
0 answers
141 views

Estimation of right truncated poisson process

5 votes
0 answers
55 views

Martingale property of inhomogenous poisson process

5 votes
1 answer
663 views

Marked poisson process vs compounded

4 votes
2 answers
195 views

Show that the two solutions of the SDE are equivalent

2 votes
2 answers
663 views

Hawkes process intensity solution

2 votes
1 answer
1k views

FX volatility quotation

1 vote
0 answers
151 views

Exercise: interpretation of terms in black-scholes

1 vote
0 answers
259 views

IV surface quoted Skew/Curtosis/Putwing/CallWing

1 vote
1 answer
239 views

LGD/PD Databases