User Frido - Quantitative Finance Stack Exchange

Frido

Member for 9 months
Last seen this week

12 Questions

Score Activity Newest Views

17 votes

5 answers

3k views

What is the point of mental arithmetic tests?

asked Jun 9 at 14:41

5 votes

0 answers

168 views

Most relevant papers on IR / discount rate(s) modelling in the last 5 years

asked Apr 4 at 21:52

4 votes

1 answer

117 views

BS price as the first term of option price expansion

asked May 18 at 15:51

3 votes

0 answers

105 views

Options skew: when is a perfect fit desirable?

asked Mar 9 at 8:50

2 votes

0 answers

89 views

Is homogeneity preserved under change of measure?

asked Jun 29 at 7:40

2 votes

1 answer

111 views

Typical values Heston parameters for FX options

asked Jul 5 at 15:25

2 votes

1 answer

147 views

Vanna Volga Price of an Up and In Put

asked Sep 2 at 13:25

1 vote

0 answers

36 views

Saddlepoint approximation when CGF is approximated

asked Mar 22 at 7:21

1 vote

0 answers

172 views

Put-call parity and different IVs for puts and calls

asked Dec 26, 2022 at 10:32

1 vote

0 answers

51 views

Forward price of dividend paying asset and IV skew asymptotics as $T\to\infty$

asked Feb 1 at 8:43

0 votes

0 answers

27 views

Models for tick-by-tick / high-frequency data

asked 5 hours ago

0 votes

0 answers

41 views

Origin of the formula Varswap strike $= \int_{\mathbb R} I^2(d_2) n(d_2)\, \mathrm d d_2$

asked May 17 at 9:27