Quantitative Finance
Nivel Egres's user avatar
Nivel Egres's user avatar
Nivel Egres's user avatar
Nivel Egres
  • Member for 6 years, 9 months
  • Last seen more than 4 years ago
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0
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6
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2
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25
Posts %
4
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3
Posts
38
Posts %
4
Score
2
Posts
25
Posts %
3
Score
1
Posts
12
Posts %
3
Score
1
Posts
12
Posts %
3
Score
1
Posts
12
Posts %
Top posts
All Questions Answers
Score Newest
answer
3
Volatility smile risk (negative effect) on dynamically hedged portfolio?
Feb 16, 2017
answer
3
Basket option pricing: step by step tutorial for beginners
Feb 15, 2017
answer
2
Delta hedging frequency, Gamma PnL
Feb 17, 2017
answer
1
Valuation of FX vs. Commodities Barrier Options
Feb 26, 2017
answer
1
Volatility Smile/skew in volatile markets
Feb 26, 2017
answer
1
What is the effect of increasing volume depth to stock volatility?
Feb 16, 2017
answer
0
Would a cash-settled American Option ever be optimal to early exercised?
Mar 5, 2017
answer
0
Asset-Or-Nothing call option price with skew
Mar 14, 2017

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