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sashkello

Laß die Zeit an dir ablaufen wie Wasser

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15 Best way to store hourly/daily options data for research purposes May 8 '13
8 Is there a good closed-form approximation for Black-Scholes implied volatility? Sep 12 '14
8 Concave volatility smile Oct 1 '13
7 Why is the VIX computed that way? Oct 19 '13
6 Lower bound of ITM Calls when computing Implied Volatility Feb 11 '14
4 Algorithmical replication of a profit and loss function using different options Feb 28 '14
4 Concave volatility smile Nov 1 '13
3 Why is Value at Risk non-negative? Jun 19 '14
3 Do we need to lag values for backtesting? Sep 3 '16
2 Determining discount factors for non-standard maturities Jul 27 '16
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