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Con Fluentsy
  • Member for 4 years, 10 months
  • Last seen more than a month ago
  • Antarctica
3 votes

How do traders hedge against “tail side risk” in practice?

1 vote

Historical data for global stocks

1 vote

Can I say VAR is a prediction report?

1 vote

Extreme Value Theory in Risk Management

1 vote

Empirical correlation between the price of a call option and the underlying stock

1 vote

Volatility differences

1 vote

How to use autocorrelation plot to interpret time series data?

1 vote

I just got Matlab, what are some options that I should model in a jump diffusion

1 vote

Bachelier model call option pricing formula

1 vote

Historical Options data

1 vote

Event Study t-test finding degrees of freedom for CAR and BHAR

1 vote

Why do transaction costs increase the range of the no-arbitrage bounds for an option's price?

1 vote

Using geometric brownian motion for stock price forecasting

1 vote

Estimating risk aversion from option bid-ask spreads

0 votes

Black76: Pricing options on futures

0 votes

How to conduct an event study for multiple companies with different event dates?

0 votes

database for economic & finance timeseries

0 votes

Probability of a stock price using implied volatility

0 votes

Volatility differences

0 votes

Volatility differences

0 votes

How do traders hedge against “tail side risk” in practice?

0 votes

Empirical correlation between the price of a call option and the underlying stock

0 votes

Empirical correlation between the price of a call option and the underlying stock

0 votes

Empirical correlation between the price of a call option and the underlying stock

0 votes

Exchange rate trend-stationarity

-1 votes
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