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Quantitative Finance
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kdragger
  • Member for 7 years, 2 months
  • Last seen more than 2 years ago
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awarded
 Revival
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What happens when you buy call options on a stock that does a stock split
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 Commentator
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Short Eurodollar futures front v back month
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Why do Futures Contracts use variation in the US, but options don’t?
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Why do Futures Contracts use variation in the US, but options don’t?
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Black-Scholes: Volatility Smile "sharpens" with time to expiry
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 Revival
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 Yearling
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 Critic
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How do market makers chose the size that they quote?
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How can Delta Neutrality profit you?
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 Yearling
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Connecting the dots: Black Scholes, Volatility and Implied Volatility
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Pricing In Real Life vs Theory
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Different performance between GLD, IAU and PHYS
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Practical purpose of overnight repos
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Intuitive explanation for the smile in FX
Skews do occur regularly in FX. Consider GBP during Brexit and JPY during the height of the carry trade (2006). It occurs when there is a lopsided event or lopsided positioning.
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Intuitive explanation for the smile in FX
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How to understand firm option expiration cycle?
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