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unclepaul84
Chicago, IL
http://www.linkedin.com/in/paulkotlyar
Software Engineer at SunGard
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20
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How to solve for the implied stock lending rate given equity options prices?
options
option-pricing
equities
short-selling
asked Sep 1, 2011 at 3:30
quant.stackexchange.com
15
votes
How should I estimate the implied volatility skew term when calculating the skew-adjusted delta?
options
volatility
black-scholes
delta-neutral
skew
asked Jun 9, 2011 at 14:37
quant.stackexchange.com
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