User Mr.Price

9

7

votes

2

answers

1k

views

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

Jun 14 at 20:01 Kevin 9,671

4

votes

1

answer

242

views

Complex numbers in VBA

option-pricing excel vba characteristic-function

Dec 2 at 15:19 Kermittfrog 2,480

1

2

votes

0

answers

89

views

Are Levy models useless after the financial crisis of 2008?

option-pricing implied-volatility calibration models

Sep 22 at 14:15 Mr.Price 335

2

votes

0

answers

49

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 335

1

2

votes

1

answer

153

views

How to calculate dividend yield - option pricing

option-pricing black-scholes dividends

Jul 31 at 19:23 ir7 2,480

1

vote

0

answers

27

views

Link between cumulants and kurtosis

probability distribution kurtosis

Sep 29 at 13:15 Mr.Price 335

1

vote

1

answer

109

views

Interpretation of parameters in the CGMY model

option-pricing stochastic-processes models

Sep 15 at 15:34 Alex 455

1

vote

1

answer

50

views

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

portfolio-management finance minimum-variance

May 12 at 13:30 Oscar 678

0

votes

1

answer

60

views

How to price barrier options (binomial tree)

option-pricing binomial-tree

Nov 30 at 17:19 Marco 64

0

votes

1

answer

55

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

0

votes

1

answer

74

views

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

0

votes

0

answers

38

views

Characteristic function of Variance Gamma with stochastic arrival model

option-pricing stochastic-processes characteristic-function

Sep 28 at 18:21 Mr.Price 335

1

0

votes

0

answers

36

views

Carr-madan vs COS method vs other methods

option-pricing calibration

Sep 27 at 21:19 Mr.Price 335

0

votes

0

answers

32

views

FFT Carr and Madan algorithm problem - too large numbers

option-pricing programming

Sep 26 at 20:24 Mr.Price 335

0

votes

0

answers

41

views

Carr and Madan algorithm to avoid arbitrage in oprion prices

options option-pricing arbitrage calibration

Sep 18 at 20:24 Mr.Price 335

0

votes

0

answers

30

views

Regularized model Calibration - Penalty term

option-pricing calibration

Sep 13 at 13:01 Mr.Price 335

0

votes

1

answer

148

views

Kou model implementation Python

option-pricing programming

Aug 21 at 14:38 Kevin 9,671

0

votes

1

answer

73

views

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

option-pricing calibration

Aug 6 at 12:05 StackG 2,539

0

votes

0

answers

54

views

Black Scholes model calibration

black-scholes calibration estimation

Jul 29 at 21:47 Mr.Price 335

0

votes

0

answers

15

views

website for downloading data for model calibrating [duplicate]

calibration yahoofinance quandl

Jul 25 at 18:28 Mr.Price 335

0

votes

0

answers

145

views

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

portfolio-management finance

May 4 at 18:09 Mr.Price 335

0

votes

1

answer

39

views

CAPM Model, is this exercise done correctly?

portfolio-management finance probability capm beta

Apr 30 at 21:03 Oscar 678

1

0

votes

1

answer

102

views

how to price options in reality [closed]

options option-pricing stochastic-processes finance pricing

Apr 15 at 16:19 SlavicDoomer 104

Stack Exchange Network

current community

your communities

more stack exchange communities

Next privilege

Next badge

23 Questions

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

Complex numbers in VBA

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?

How to price barrier options (binomial tree)

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]