Area 51 » Patrick

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name	Patrick
member for	10 years
seen	Apr 25 '11 at 10:59
website	stackoverflow.com
location	London, UK

Project Manager / Developer working for a global investment bank in London's City

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Quantitative Finance: What is delta hedging?

Quantitative Finance: What is meant by volatility trading and how is it done in practice?

Quantitative Finance: What are the known shortcomings of the Black-Scholes option pricing formula?

Quantitative Finance: What is the different between a stock option and a warrant with a stock underlier?

Quantitative Finance: How are cliquets priced?

Quantitative Finance: How do the banks deal with pricing of baskets when basket constituents are distributed across a number of regions?

Quantitative Finance: What are your most commonly used Bloomberg functions used in the equity derivative space?

Quantitative Finance: How do banks derive implied volatility in the context of options pricing from their models given that future volatility is not known?

Quantitative Finance: What is a range accrual note and how is it priced?

Quantitative Finance: Is delta hedging only suitable when underlier spot prices exhibit small daily movements? If so, how do I hedge my volatile portfolio?

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