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Top Questions
48
votes
A simple formula for calculating implied volatility?
options
black-scholes
implied-volatility
asked Apr 17, 2013 at 2:13
quant.stackexchange.com
41
votes
How to find all functions in an R package?
r
r-faq
asked Dec 12, 2013 at 4:47
stackoverflow.com
21
votes
Number of distinct prime factors, omega(n)
number-theory
prime-factorization
asked Jun 2, 2013 at 22:25
math.stackexchange.com
20
votes
Kelly criterion and Sharpe ratio
sharpe-ratio
kelly-criterion
asked Feb 3, 2013 at 3:17
quant.stackexchange.com
15
votes
Does implied volatility vary for calls vs puts?
options
implied-volatility
asked Mar 25, 2013 at 19:51
quant.stackexchange.com
14
votes
Relationship between Large Cap and Small Cap Volatility
volatility
asked May 13, 2014 at 14:36
quant.stackexchange.com
8
votes
Reading in HTML/XML PDF file formats into R
html
r
xml
asked May 10, 2019 at 19:05
stackoverflow.com
8
votes
Bond Convexity Treasuries Futures
fixed-income
convexity
asked Nov 9, 2013 at 3:10
quant.stackexchange.com
8
votes
Normally Distributed Returns Become Leptokurtic Due to Compounding
probability
normal-distribution
asked Mar 12, 2014 at 21:24
quant.stackexchange.com
7
votes
When the Inverse Correlation between the SPX and VIX breaks down
correlation
implied-volatility
vix
spx
asked May 18, 2013 at 13:03
quant.stackexchange.com
1
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