Quantitative Finance
Rodrigo's user avatar
Rodrigo's user avatar
Rodrigo's user avatar
Rodrigo
  • Member for 4 months
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All Questions Answers
Score Newest
answer
4
Butterfly price bound independent on underlying distribution
Jan 27
question
3
Is it possible to have only one volatility surface for american options (that fits both calls and puts)?
Nov 22, 2022
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?
2 days ago
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
answer
0
What's the connection between implied vol curve of SPX and SPY?
Dec 21, 2022
answer
0
Risk mapping for Brazilian IPCA bonds
Jan 13
answer
0
Difference between 1-month and 3-month SOFR, and the relationship between them
Jan 27

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