Ameya AbhyankarFundamentals of Volatility SmileVolatility smile is a fundamental concepts used in options. Its a 2-D chart of vols vs strike(delta)Dec 26, 2024
InDev GeniusbyRobinaiqbalVolatility Modeling with R :: ARCH and GARCH ModelsEstimation of ARCH and GARCH Models with normal and no-normal Innovations using rugrach() packageDec 4, 20223
Gilbert TeklevchievThe Yang and Zhang Volatility Estimation ModelThe Yang and Zhang (2000) volatility estimation model was born after the expansion of several other models, specifically the…Aug 7, 2022Aug 7, 2022
Staney Joseph 🎖️Volatility and Price Stability: Making Cryptocurrencies Practical for Everyday UseCryptocurrencies have been a hot topic in the financial world for the past decade. Their decentralized nature, potential for high returns…Nov 20, 2023Nov 20, 2023
Xiaotong DingThree ways to reduce implied volatility surface data dimensionVolatility surfaces data is usually in a sparse, high dimensional space with limited data points…Jul 18, 2020Jul 18, 2020
Ameya AbhyankarFundamentals of Volatility SmileVolatility smile is a fundamental concepts used in options. Its a 2-D chart of vols vs strike(delta)Dec 26, 2024
InDev GeniusbyRobinaiqbalVolatility Modeling with R :: ARCH and GARCH ModelsEstimation of ARCH and GARCH Models with normal and no-normal Innovations using rugrach() packageDec 4, 20223
Gilbert TeklevchievThe Yang and Zhang Volatility Estimation ModelThe Yang and Zhang (2000) volatility estimation model was born after the expansion of several other models, specifically the…Aug 7, 2022
Staney Joseph 🎖️Volatility and Price Stability: Making Cryptocurrencies Practical for Everyday UseCryptocurrencies have been a hot topic in the financial world for the past decade. Their decentralized nature, potential for high returns…Nov 20, 2023
Xiaotong DingThree ways to reduce implied volatility surface data dimensionVolatility surfaces data is usually in a sparse, high dimensional space with limited data points…Jul 18, 2020
Leon CaiThe Infamous Smirk — Pricing Options (I)In this article, I will use vanilla European call to illustrate the different models used to describe the stock price process. The…Oct 4, 2023
