Quantitative Finance
FinanceGuyThatCantCode
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6 Calculate strike from Black Scholes delta Apr 21 '17
5 Asset-Or-Nothing call option price with skew Mar 13 '17
4 Why does the volatility smile flatten as maturities increase? Mar 24 '17
4 How to download historical composition of a Stock Index with monthly prices Mar 17 '17
4 Question regarding the purchase of a Variance Swap May 2 '17
3 Arbitrage free smoothing of implied volatility surface, by Fengler Apr 19 '17
3 Why parameterize the Black Scholes implied volatility surface? Apr 21 '17
3 Factors that make sell-side valuations of equity derivatives differ Apr 21 '17
3 How should I calculate the implied volatility of an American option in a real-time production environment? Mar 28 '17
3 Hedging digital calls Mar 28 '17
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