1. Do we need to derive the PDE for the option price when applying Least Squares Monte Carlo?

  2. Arbitrage strategies in Rubinstein's binomial tree one-step

  3. Change measure and derivative pricing in Heston model

  4. Original Black-Scholes paper assumptions -- "variance rate"

  5. Black & Scholes with stochastic interest rate
  6. Vanila Option self financing under Stock as numeraire
  7. Does the Binomial Pricing Model require a no-arbitrage assumption?

  8. Implied volatility and greeks for american option with discrete dividends

  9. Pricing Secured Barrier Call 2
  10. Valuating Prepayment on Loans- Which models are favorable?

  11. Geometric Brownian Motion and the Black Scholes Model

  12. Importance of full value functions for option pricing

  13. How to calculate return on investment for an adjustment to a complex options position?
  14. Closed- solution for Convertible bond price two factor model
  15. Build a Synthetic Loan for Personal Finance

  16. Black-Scholes vs Black equation

  17. Error in barrier option pricing Monte Carlo

  18. How to derive conditional expectation for ESO
  19. A question about pricing convertible bond with two different underlying assets

  20. Why Drifts are not in the Black Scholes Formula
  21. Time Step Size for Heston Model for Different Option Maturity

  22. What discount rate to use when valuing binomial option with real probabilities
  23. Does Bergomi mix up an option model price with option market price?

  24. What are some useful approximations to the Black-Scholes formula?

  25. Model for Options on Bitcoin Futures

  26. Wrong pricing of Asian Option

  27. Benchmark value for American Options under stochastic volatility
  28. Binomial Option Valuation Paul Wilmott
  29. Foward-start option pricing

  30. Convexity of Call option prices using Put-Call parity relationship

  31. Interpretation of OAS on MBS

  32. Complicated American style option contract with numerous non-standard features (simultanous exercise, additional premium, etc.)
  33. Implying risk-free rates using Put/Call parity
  34. "Hedging" a put option, question on exercise
  35. Markov chain Monte Carlo Analysis of FX Options
  36. A simple question: Cost of delta hedging when a call option is sold
  37. Monte Carlo simulation and Black Scholes give different results in my code
  38. How are Brownian Bridges used in derivatives pricing in practice?
  39. Option on Loan rate

  40. use Monte Carlo or FDM to price Basket option
  41. Barrier option with Rebate

  42. What is Risk-Neutral Distribution?

  43. Early Exercise Options and Coin Flipping

  44. Option pricing in Merton model, comparison between Merton series and Carr-Madan

  45. Cap/Floor ATM Rate

  46. Sticky Implied Tree Implementation

  47. Spectral Analysis for European Put Options

  48. What are the main flaws behind Ross Recovery Theorem?
  49. Option on a dice game

  50. Should I interpolate before or after to find option price using Vanna-Volga method?

  51. Problem in understanding how to apply Dynamic Programming applied to a Stock Option
  52. Are changes in the asset price a Markov process?
  53. Pricing of Swaption by Proxy and Monte Carlo

  54. How to estimate $\sigma$ and $r$ in binomial pricing model?
  55. Pricing and Arbitrage of Inverse Asset Claim

  56. Girsanov Transform and Likelihood Process Domestic to Foreign

  57. How to solve for the implied stock lending rate given equity options prices?

  58. Option delta under Black mode vs SABR
  59. How to compare the value of bank Certificates of Deposit (CDs) with brokered CDs?

  60. What Is the correct discounting, risky or riskless?

  61. Pricing with collateral

  62. Risk-neutral measure(s) under collateralization and funding costs

  63. Pricing claims of parties in a fund
  64. Option pricing with dependent risk factors

  65. Pricing when arbitrage is possible through Negative Probabilities or something else

  66. How to price this option?
  67. How to calculate the implied volatility using the binomial options pricing model

  68. Mark Joshi, Quant Interview Question problem 2.34; replicating a digital option on a 4-step symmetric binomial tree

  69. How do you check your option calculations?
  70. Pricing for an Odd Type of Asset or Nothing Option

  71. Price of Geometric basket call option

  72. Valuing an option when we have a view on future price of underlying
  73. Risk Neutral Probability
  74. Why risk neutral probabilities should be strictly greater than zero for no arbitrage condition?

  75. Bayesian inference on vanilla options

  76. Relationship between Implied Volatility Curve Derivatives and the Underlying's Moments

  77. Determine price of financial contract
  78. Why calibration in $Q$ against option prices without showing that $Q$ is equivalent to $P$?

  79. Determining price of Option interview question

  80. Is vega of vanilla European call/put option always positive?
  81. Infinite Horizon Barrier Option Paradoxe
  82. What is a good way to filter out illiquid single name options in optionmetrics?
  83. How can put options be more expensive than call options in an efficient market?
  84. How to numerically obtain delta?

  85. Approximation of delta of Binary Option
  86. Build Implied Volatility Smile
  87. Is it possible that under Black-Scholes: $\ln S_{T} \sim N \left ( \ln S_t - \frac{1}{2}\sigma^2(T-t), \sigma^2(T-t) \right )$
  88. Pricing the European counterpart from American Options
  89. Basic binomial option pricing example
  90. Energy Risk Quant--Any discussion boards for energy related quant topics?
  91. How to find the distribution of this occupation time?

  92. Calculate latest underlying price (or option), given new option (or underlying) market price?

  93. Theoretical models for options bid-ask spread?

  94. Unconditional variance of an E-GARCH model

  95. Black & Scholes doesn't give current option market price

  96. How to calculate the vomma, Ultima and the a forth-order derivative of the option value to volatility?
  97. How to price an option allowing to change a call into a put?
  98. Probability of exercise in the Black-Scholes Model

  99. Is there any other way to measure option pricing model performance than proximity to market prices?

  100. How does one go from measure P to Q(risk-neutral) when modeling an asset paying dividends?