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3	VIX ATM Options Delta
1	Prove the Euro call option value has positive relationship with the risk-free rate under discrete time model (Binomial tree model)
1	Black Scholes implied vol of SVJ model
1	Backtesting Period Effect

Reputation (98)

+10	SX5E option hedge
+10	Best way to trade probability density
+10	Prove the Euro call option value has positive relationship with the risk-free rate under discrete time model (Binomial tree model)
+10	VIX ATM Options Delta

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1	SX5E option hedge
1	Best way to trade probability density
0	Settlement price of SPX
0	Black Scholes implied vol of SVJ model

Tags (19)

3 vix	1 european-options
3 delta	1 binomial-tree
3 greeks	1 option-pricing
1 stochastic-volatility × 2	1 quant-trading-strategies
1 implied-volatility × 2	1 backtesting

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11	Trading strategy for a misspecified density

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0	down		3	answer		1		1

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