Quantitative Finance
SI7's user avatar
SI7's user avatar
SI7's user avatar
SI7
  • Member for 5 years, 11 months
  • Last seen this week
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3
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Top posts
View all questions and answers
All Questions Answers
Score Newest
answer
14
Bergomi: Skew arbitrage
Nov 21, 2020
answer
13
How to gamma hedge and vega hedge an autocallable product?
Feb 23, 2020
answer
8
Implied Vol Smile: from Calls, Puts or Both?
Jul 9, 2020
answer
7
Implied vol and model calibration for an american option on a dividend paying stock - is there a market standard pricing model?
Apr 20, 2020
answer
4
Is there some reason for volatility smile minima to be displaced from ATM?
Jul 5, 2021
question
4
Conventions and Modeling of CDS Options
Jul 16
answer
3
How does volatility skew change with underlying spot?
Mar 10, 2020
answer
3
Is it possible to have only one volatility surface for american options (that fits both calls and puts)?
Nov 27, 2022
answer
3
Question About SVI and SSVI Tradeoff between Fitness and No-Arbitrage
Nov 17, 2020
answer
2
Hedging Interest rate swaps in practice
Mar 14, 2020

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