Quantitative Finance
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Rodrigo's user avatar
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Rodrigo
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33
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5
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42
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17
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All Questions Answers
Score Newest
question
5
Is it possible to have only one volatility surface for american options (that fits both calls and puts)?
Nov 22, 2022
answer
4
Butterfly price bound independent on underlying distribution
Jan 27
answer
2
Questions on options cost of carry, and relationship to futures cost of carry
Apr 13
answer
2
Calculating PnL of Options strategies with Volatility Surface
Dec 27, 2022
question
1
How do banks and dealers effectively hedge a variance swap?
Mar 23
question
1
How can I derive the price of american options given the european options prices? [closed]
Dec 22, 2022
question
0
How to improve fit in American options vol surface?
Mar 4
question
0
How can I use SPX options volatility surface to derive SPY options prices? [duplicate]
Dec 21, 2022
question
0
What is the risk neutral expectiation of an option price given a move in spot?
Apr 13
answer
0
What's the connection between implied vol curve of SPX and SPY?
Dec 21, 2022

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