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jessica
  • Member for 11 years, 2 months
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48 votes
6 answers
117k views

A simple formula for calculating implied volatility?

20 votes
2 answers
15k views

Kelly criterion and Sharpe ratio

15 votes
3 answers
31k views

Does implied volatility vary for calls vs puts?

14 votes
2 answers
2k views

Relationship between Large Cap and Small Cap Volatility

9 votes
1 answer
1k views

Bond convexity Treasuries futures

8 votes
2 answers
728 views

Normally Distributed Returns Become Leptokurtic Due to Compounding

7 votes
1 answer
7k views

When the Inverse Correlation between the SPX and VIX breaks down

6 votes
1 answer
177 views

Relating Quantitative Easing to the rally in the SPX

5 votes
4 answers
1k views

Loading HF stock data into excel

5 votes
1 answer
580 views

Can a long put trade be profitable through Vega even if the underlying moves upwards?

5 votes
2 answers
5k views

Theta's effect for OTM options

5 votes
2 answers
219 views

Probability of Closing Stock Price Over a Defined Period

4 votes
2 answers
136 views

Endogeniety of Black-Scholes

4 votes
1 answer
760 views

Volatility Return Distribution/Garch Modeling

4 votes
2 answers
257 views

Random Brownian Simulation Startling Results

3 votes
1 answer
640 views

Directional View of Volatility

3 votes
2 answers
1k views

ETF Negative Roll Yield

3 votes
2 answers
641 views

VIX Calculations/Which product?

3 votes
2 answers
346 views

Time Varying Volatility

2 votes
2 answers
169 views

Approximating a function with trignometric polynomials

2 votes
1 answer
651 views

Testing Significance of Correlation

2 votes
2 answers
329 views

Algo's Shadowing Limit Orders

2 votes
3 answers
4k views

Implied Probability of Default from Bond Prices

2 votes
3 answers
4k views

CDS Spreads and Equity Volatility

1 vote
1 answer
2k views

Relationship in Order Book between S&P500 and S&P500 Futures Contracts [duplicate]

1 vote
1 answer
200 views

Scaling Intervals in Diffusion Process

1 vote
2 answers
3k views

Valuation of a Sinking Bond Fund

1 vote
1 answer
160 views

Assessing Forecasting with Correlated Residuals

1 vote
1 answer
221 views

ADR vs Foriegn Stock Price Arbitraguers

0 votes
2 answers
2k views

State Variables in a Bellman Equation