User Mr.Price

9

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1k

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Which process is the most commonly used for modeling stock prices?

Jun 14 at 20:01 Kevin 9,147

1

2

votes

0

answers

88

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Are Levy models useless after the financial crisis of 2008?

option-pricing implied-volatility calibration models

Sep 22 at 14:15 Mr.Price 293

2

votes

0

answers

47

views

Which infinite activity Levy process is the most popular for option pricing

option-pricing stochastic-processes finance monte-carlo

Aug 31 at 11:58 Mr.Price 293

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2

votes

1

answer

122

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How to calculate dividend yield - option pricing

option-pricing black-scholes dividends

Jul 31 at 19:23 ir7 2,425

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vote

0

answers

26

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Link between cumulants and kurtosis

probability distribution kurtosis

Sep 29 at 13:15 Mr.Price 293

1

vote

1

answer

92

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Interpretation of parameters in the CGMY model

option-pricing stochastic-processes models

Sep 15 at 15:34 Alex 403

1

vote

1

answer

46

views

Do the wallet weights with the minimum variance need to be nonzero?

portfolio-management finance minimum-variance

May 12 at 13:30 Oscar 618

0

votes

1

answer

52

views

relationship between the expected rate of return and the value measured by the beta factor

portfolio-management finance capm beta

Oct 2 at 18:01 Community♦ 1

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1

answer

71

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is it possible to get minimum variance line having only covariance matrix?

portfolio-management finance covariance-matrix minimum-variance

Oct 1 at 10:04 Community♦ 1

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votes

0

answers

38

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Characteristic function of Variance Gamma with stochastic arrival model

option-pricing stochastic-processes characteristic-function

Sep 28 at 18:21 Mr.Price 293

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votes

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35

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Carr-madan vs COS method vs other methods

option-pricing calibration

Sep 27 at 21:19 Mr.Price 293

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votes

0

answers

30

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FFT Carr and Madan algorithm problem - too large numbers

option-pricing programming

Sep 26 at 20:24 Mr.Price 293

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votes

0

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41

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Carr and Madan algorithm to avoid arbitrage in oprion prices

options option-pricing arbitrage calibration

Sep 18 at 20:24 Mr.Price 293

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votes

0

answers

30

views

Regularized model Calibration - Penalty term

option-pricing calibration

Sep 13 at 13:01 Mr.Price 293

0

votes

1

answer

144

views

Kou model implementation Python

option-pricing programming

Aug 21 at 14:38 Kevin 9,147

0

votes

1

answer

71

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How to estimate the risk-free rate when pricing options - calibration

option-pricing calibration

Aug 6 at 12:05 StackG 2,139

0

votes

0

answers

48

views

Black Scholes model calibration

black-scholes calibration estimation

Jul 29 at 21:47 Mr.Price 293

0

votes

0

answers

15

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website for downloading data for model calibrating [duplicate]

calibration yahoofinance quandl

Jul 25 at 18:28 Mr.Price 293

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votes

0

answers

89

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feasible set if short selling of risk free asset is not allowed

portfolio-management finance

May 4 at 18:09 Mr.Price 293

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votes

1

answer

39

views

CAPM Model, is this exercise done correctly?

portfolio-management finance probability capm beta

Apr 30 at 21:03 Oscar 618

1

0

votes

1

answer

101

views

how to price options in reality [closed]

options option-pricing stochastic-processes finance pricing

Apr 15 at 16:19 SlavicDoomer 94

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21 Questions

Which process is the most commonly used for modeling stock prices?

Are Levy models useless after the financial crisis of 2008?

Which infinite activity Levy process is the most popular for option pricing

How to calculate dividend yield - option pricing

Link between cumulants and kurtosis

Interpretation of parameters in the CGMY model

Do the wallet weights with the minimum variance need to be nonzero?

relationship between the expected rate of return and the value measured by the beta factor

is it possible to get minimum variance line having only covariance matrix?

Characteristic function of Variance Gamma with stochastic arrival model

Carr-madan vs COS method vs other methods

FFT Carr and Madan algorithm problem - too large numbers

Carr and Madan algorithm to avoid arbitrage in oprion prices

Regularized model Calibration - Penalty term

Kou model implementation Python

How to estimate the risk-free rate when pricing options - calibration

Black Scholes model calibration

website for downloading data for model calibrating [duplicate]

feasible set if short selling of risk free asset is not allowed

CAPM Model, is this exercise done correctly?

how to price options in reality [closed]