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confused
  • Member for 6 years, 1 month
  • Last seen more than 1 year ago
9 votes
2 answers
712 views

What are popular metrics for Option Skew?

5 votes
4 answers
448 views

What is the intuition behind "jumps" causing volatility skew?

4 votes
0 answers
190 views

Is there an arbitrage free option model that treats volatility as a deterministic function of strike?

3 votes
1 answer
4k views

Option and probability of finishing in the money?

3 votes
2 answers
588 views

What is "Lambda" in Heston's original paper on stochastic volatility models?

3 votes
2 answers
221 views

Do we need to assume underlying returns are normal in BSM model, given Central Limit Theorem?

2 votes
1 answer
305 views

How do you formulate trading ideas and strategies?

2 votes
1 answer
630 views

How would you in practice use factor models (like Fama French) to make decisions?

2 votes
1 answer
525 views

How does autocorrelation bias annualizing variance?

1 vote
0 answers
52 views

What can one do with cross-sectional relationships? [closed]

1 vote
1 answer
1k views

Can someone explain to me the square root law of market impact?

1 vote
0 answers
67 views

Books on loans (car, house, etc...), pricing and securitization?

1 vote
0 answers
47 views

What's the industry standard/typical way to model contango or futures spreads?

1 vote
0 answers
106 views

Is there a good book/blog on applying statistical methods in finance? [closed]

1 vote
3 answers
1k views

What's a good resource of book for Python programming in relation to quantitative finance?

1 vote
1 answer
218 views

Can anyone explain to how Hull get from stock returns to continuously compounded stock returns?

1 vote
0 answers
39 views

What adjustments need to be made to Heston model to price futures options? [duplicate]

1 vote
1 answer
1k views

How does the Black Scholes Model Incorporate Log Prices Into Model?

1 vote
0 answers
64 views

Why can't we create a "magic" basket of options to sell for no-arbitrage pricing in SVJ model?

1 vote
0 answers
76 views

Books and techniques to hedge options that expire tomorrow?

0 votes
1 answer
66 views

Black Scholes Replication If Underlying Does Not Move?

0 votes
1 answer
113 views

Can someone explain to me the intuition behind the discount factor for this simple payoff? [closed]

0 votes
2 answers
2k views

Is the delta of a binary option the same as the delta for a regular European option?

0 votes
1 answer
192 views

In literature, is IV constantly adjusted during option delta hedging?

0 votes
1 answer
47 views

How do you build a model with uncertain time range?

0 votes
1 answer
84 views

In your experience, when trying to predict something that occurs, do you model with a fixed time period?

-1 votes
1 answer
874 views

Daily vs Monthly vs. other return for volatility calculation?