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FinanceGuyThatCantCode
  • Member for 5 years, 2 months
  • Last seen more than a week ago
7 votes
Accepted

Calculate strike from Black Scholes delta

4 votes

Why does the volatility smile flatten as maturities increase?

4 votes
Accepted

How to download historical composition of a Stock Index with monthly prices

4 votes

Question regarding the purchase of a Variance Swap

3 votes

How should I calculate the implied volatility of an American option in a real-time production environment?

3 votes

Hedging digital calls

3 votes

A question about dates generation

3 votes
Accepted

Arbitrage free smoothing of implied volatility surface, by Fengler

3 votes

Why parameterize the Black Scholes implied volatility surface?

3 votes
Accepted

Factors that make sell-side valuations of equity derivatives differ

2 votes

How does gamma trading depend on $K$?

2 votes
Accepted

Prove that a determinant in markowitz method derivation is greater than zero

2 votes
Accepted

How is VIX different from SPY/SPX IV?

2 votes
Accepted

What interpretation can I derive from an inverted volatility surface?

2 votes
Accepted

Calculating PnL on Eurodollar futures trading

2 votes

How to quantify how many ECB hikes are priced in?

1 vote

Why does a futures price converge to a spot price?

1 vote

EUR Implied Forward Rate from Bloomberg

1 vote

When computing with rates, how long is a year? how long is a day?

1 vote

How to validate option greeks/implied volatility data calculated in-house using Black model on a mass scale in an automated fashion?

1 vote

Formula behind pandas.Options() implied volatility

1 vote

How to Calculate (month by month) what hikes are priced into OIS?

1 vote

if you short sell? And Right issue has taken place, so Does Right issue has negative positions in Portfolio or not?

1 vote
Accepted

Asset-Or-Nothing call option price with skew

1 vote
Accepted

Reliable stockmarket holiday, open and close time dataset/api?

0 votes

Timing of S&P 500 Component Changes - Pre or Post Market?

0 votes

Exercise Probabilities Vanilla Cap/Floor