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jessica
  • Member for 9 years, 8 months
  • Last seen more than a month ago
48 votes
6 answers
111k views

A simple formula for calculating implied volatility?

19 votes
2 answers
13k views

Kelly criterion and Sharpe ratio

15 votes
3 answers
28k views

Does implied volatility vary for calls vs puts?

14 votes
2 answers
2k views

Relationship between Large Cap and Small Cap Volatility

8 votes
2 answers
706 views

Normally Distributed Returns Become Leptokurtic Due to Compounding

8 votes
1 answer
1k views

Bond Convexity Treasuries Futures

7 votes
1 answer
7k views

When the Inverse Correlation between the SPX and VIX breaks down

6 votes
1 answer
174 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
531 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
201 views

Probability of Closing Stock Price Over a Defined Period

4 votes
2 answers
134 views

Endogeniety of Black-Scholes

4 votes
1 answer
705 views

Volatility Return Distribution/Garch Modeling

4 votes
2 answers
245 views

Random Brownian Simulation Startling Results

3 votes
1 answer
584 views

Directional View of Volatility

3 votes
2 answers
1k views

ETF Negative Roll Yield

3 votes
2 answers
329 views

Time Varying Volatility

2 votes
2 answers
165 views

Approximating a function with trignometric polynomials

2 votes
1 answer
589 views

Testing Significance of Correlation

2 votes
2 answers
237 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
196 views

Scaling Intervals in Diffusion Process

1 vote
2 answers
3k views

Valuation of a Sinking Bond Fund

1 vote
1 answer
150 views

Assessing Forecasting with Correlated Residuals

1 vote
1 answer
209 views

ADR vs Foriegn Stock Price Arbitraguers

0 votes
2 answers
2k views

State Variables in a Bellman Equation

0 votes
0 answers
119 views

DCF of Arbitrary Dates Cash Flows