Quantitative Finance
Volwiz's user avatar
Volwiz's user avatar
Volwiz's user avatar
Volwiz
  • Member for 3 years, 11 months
  • Last seen this week
Profile Activity

11 Questions

Score Activity Newest Views
18 votes
1 answer
4k views

Bergomi: Skew arbitrage

4 votes
0 answers
173 views

Delta hedging the day before expiry

3 votes
0 answers
303 views

Are intraday volatility estimators useful for close-to-close predictions

2 votes
2 answers
220 views

How to predict realised variance?

2 votes
1 answer
582 views

How to get exposure to realised volatility while being vega neutral?

2 votes
2 answers
248 views

Trading OTC FX options: choosing expiries

2 votes
0 answers
317 views

Model based PnL explain for FX Options

1 vote
1 answer
491 views

Data source for FX options

1 vote
1 answer
233 views

VIX vs S&P: Drift in the hedging residual?

0 votes
0 answers
215 views

FX options: is convexity usually heavily overpriced?

0 votes
0 answers
89 views

SABR: how to deal with the wings?

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