Quantitative Finance
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SI7

Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 3 years, 7 months
  • 72 profile views
  • Last seen 2 days ago

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Top posts (8)

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12 How to gamma hedge and vega hedge an autocallable product? Feb 23 '20
11 Bergomi: Skew arbitrage Nov 21 '20
7 Implied vol and model calibration for an american option on a dividend paying stock - is there a market standard pricing model? Apr 20 '20
7 Implied Vol Smile: from Calls, Puts or Both? Jul 9 '20
3 Is there some reason for volatility smile minima to be displaced from ATM? Jul 5
2 Question About SVI and SSVI Tradeoff between Fitness and No-Arbitrage Nov 17 '20
2 How does volatility skew change with underlying spot? Mar 10 '20
2 Hedging Interest rate swaps in practice Mar 14 '20

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