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12 Questions

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3

8

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Do intraday volume and volatility share the same properties?

volatility trading econometrics volume intraday

Apr 28 '15 at 12:20 lehalle 9,042

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SABR calibration: simple explanation and implementation

options option-pricing implied-volatility stochastic-volatility volatility-smile

Oct 28 '14 at 14:36 ash 875

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6k

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What is an efficient method to find implied volatility?

programming implied-volatility numerical-methods

Oct 31 '14 at 10:27 Mark Joshi 6,423

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1k

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Mixed local-stochastic volatility model in Quantlib

volatility stochastic-volatility quantlib local-volatility volatility-smile

Sep 29 at 14:00 StackG 2,589

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991

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Bootstrap ESTER and SOFR curves with Quantlib Python

interest-rates programming quantlib discounting bootstrapping

Oct 24 '19 at 0:22 pyCthon 1,873

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965

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Basis Swaps in Quantlib/Python

python swaps quantlib

Sep 17 '19 at 14:12 byouness 1,856

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2k

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Quantlib-Python: use zero rates to get the originally bootstrapped curve

interest-rates python quantlib bootstrapping interpolation

Mar 26 '19 at 14:29 Luigi Ballabio 4,868

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LSV model calibration with only few quotes per maturity

fx stochastic-volatility calibration local-volatility volatility-smile

Mar 21 '19 at 5:25 JejeBelfort 1,170

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Some questions about implied volatilities and how to generate theoretical prices when market prices are not available

options volatility option-pricing implied-volatility volatility-smile

Jan 10 '15 at 20:20 David Durrleman 271

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HAR-RV, realized GARCH and HEAVY model for realized volatility

volatility trading garch forecasting econometrics

Nov 30 '14 at 13:26 Community♦ 1

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581

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What is market standard model in equity, FX and interest rates exotics?

options option-pricing implied-volatility models volatility-smile

Mar 6 '19 at 21:39 opt 469

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Option greeks as dollar P&L

options option-pricing black-scholes greeks sensitivities

Aug 1 '18 at 15:20 Phil-ZXX 1,062

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