confused
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2 answers
4 votes
361 views
What are popular metrics for Option Skew?
4 answers
4 votes
282 views
What is the intuition behind "jumps" causing volatility skew?
0 answers
4 votes
153 views
Is there an arbitrage free option model that treats volatility as a deterministic function of strike?
2 answers
3 votes
135 views
Do we need to assume underlying returns are normal in BSM model, given Central Limit Theorem?
2 answers
3 votes
391 views
1 bookmarks
What is "Lambda" in Heston's original paper on stochastic volatility models?
1 answers
2 votes
264 views
1 bookmarks
How would you in practice use factor models (like Fama French) to make decisions?
1 answers
2 votes
2k views
1 bookmarks
Option and probability of finishing in the money?
1 answers
1 votes
191 views
Can anyone explain to how Hull get from stock returns to continuously compounded stock returns?
0 answers
1 votes
43 views
Books on loans (car, house, etc...), pricing and securitization?
0 answers
1 votes
35 views
2 bookmarks
What can one do with cross-sectional relationships?
0 answers
1 votes
180 views
2 bookmarks
How do you formulate trading ideas and strategies?
0 answers
1 votes
39 views
What's the industry standard/typical way to model contango or futures spreads?
3 answers
1 votes
597 views
What's a good resource of book for Python programming in relation to quantitative finance?
0 answers
1 votes
89 views
Is there a good book/blog on applying statistical methods in finance?
0 answers
1 votes
61 views
Books and techniques to hedge options that expire tomorrow?
0 answers
1 votes
56 views
Why can't we create a "magic" basket of options to sell for no-arbitrage pricing in SVJ model?
1 answers
1 votes
828 views
3 bookmarks
How does the Black Scholes Model Incorporate Log Prices Into Model?
0 answers
1 votes
37 views
What adjustments need to be made to Heston model to price futures options?
1 answers
0 votes
374 views
Can someone explain to me the square root law of market impact?
1 answers
0 votes
45 views
1 bookmarks
In your experience, when trying to predict something that occurs, do you model with a fixed time period?
1 answers
0 votes
39 views
2 bookmarks
How do you build a model with uncertain time range?
1 answers
0 votes
139 views
In literature, is IV constantly adjusted during option delta hedging?
1 answers
0 votes
102 views
Can someone explain to me the intuition behind the discount factor for this simple payoff?
1 answers
0 votes
62 views
Black Scholes Replication If Underlying Does Not Move?
2 answers
0 votes
1k views
Is the delta of a binary option the same as the delta for a regular European option?