Adam N.
  • Member for 4 years, 1 month
  • Last seen more than a month ago
Reconciling Two Claims About Volatility Under Fat Tails
Accepted answer
7 votes

I don't think the claim that "Lévy alpha-stable distributions are better descriptors of returns" is universally accepted. While Mandelbrot (and others before him) has correctly identified ...

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Fundamental difference between stocks/bonds and options that require different pricing method
2 votes

If we were to price an opion with the DCF method, we would have to contend with 2 problems: We don't know the cash flow. So we would have to make an assumption that it comes from a specific ...

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List of ISIN for Options, Swaps, Derivatives?
1 votes

With the advent of MiFIR in the EU, certain OTC derivatives that are "traded on a trading venue" are to be reported to the authorities and that includes giving those instruments an ISIN. Those are ...

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