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8 Questions

Votes Activity Newest Views

40

38

votes

14

answers

22k

views

Why Drifts are not in the Black Scholes Formula

options option-pricing black-scholes risk-neutral-measure

16h ago jtwspoon 1

4

votes

1

answer

184

views

Futures short interests vs open interests

futures vix short-selling open-interest

Nov 4 '19 at 15:04 Chris Taylor 4,811

2

4

votes

3

answers

622

views

References on Statistical Arbitrages

statistics arbitrage pairs-trading

May 11 '15 at 16:23 Community♦ 1

1

2

votes

1

answer

82

views

How to price complex corporate actions with spinoffs

options arbitrage index valuation corporate-actions

Apr 3 at 17:51 Kermittfrog 1,388

1

2

votes

2

answers

2k

views

Garch for covariance matrix?

volatility correlation stochastic-volatility covariance

Mar 28 '15 at 18:33 lehalle 8,632

1

vote

1

answer

52

views

Newly issued convertible bond conversion price typically higher or lower than current stock price?

convertible-bond

Apr 9 at 7:15 Lliane 2,849

1

vote

1

answer

53

views

Different performance between GLD, IAU and PHYS

futures derivatives commodities

Mar 25 at 10:38 noob2 7,422

0

votes

1

answer

250

views

Basic questions on the yield curve

yield-curve bond-yields yield

Apr 14 '15 at 10:54 Community♦ 1

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