1. MTM Hedging Performance of Vanna-Volga

  2. Proof for ATM delta with Local col

  3. Monte Carlo for constructing the Vol smile in SABR

  4. SSR definition in Bergomi in relation to sticky strike and sticky delta
  5. Why does the price of a derivative not depend on the derivative with which you hedge volatility risk?

  6. Volatility swap hedge

  7. Volatility of a leveraged CFD portfolio

  8. Comparing volatility of a specific period between days

  9. Manipulation of VIX

  10. How to deal with no-arbitrage violations to fit the volatility smile?
  11. On a FX volatility smile, Is a-delta put volatility equal to (1-a)-delta call volatility?

  12. Deriving Delta Hedge error in the B-S setup (part 2)

  13. Mixture models of Stochastic and Local Volatility
  14. Local Volatility implementation

  15. Data on Options on US-Treasury Futes
  16. Can VIX be interpreted as a proxy for instantaneous volatility?
  17. What is the difference between squared returns and variance?

  18. Changing the frequency of 5-min returns/realized volatility of different products

  19. Calculating realized volatility of high-frequency data
  20. talib.ATR or other ATR calculation
  21. Volswap: fair strike and number of fixings

  22. GARCH modeling - sliding or expanding window?
  23. Implied Volatility of cross currency pairs

  24. Relationship between Beta and Standard Deviation
  25. How did the SVXY ETF (-1x VIX) survive a 115% jump in VIX?
  26. Fund volatility with mixed frequency returns
  27. GARCH-ARCH relating conditional volatility to unconditional volatility
  28. What is the name of this VaR calculation strategy?
  29. Settlement of VIX derivatives

  30. How to derive the change in portfolio value as given by Gatheral in The Volatility Surface?

  31. Why is Bachelier implied volatility more skewed than the Black-Scholes implied volatility?
  32. Why hasn't SVXY recouped more of its lost value as vol has crashed in the past 2 weeks?

  33. Nature of short VIX strategies
  34. Frequency Arbitrage

  35. Excel Add-In Volatility Interpolation I am trying to Understand
  36. Estimate VARMA(p,q)-GARCH(r,s) model
  37. Volatility Target Optimization - Python

  38. What does multifrequency volatility mean?

  39. ATMF Volatility Surface. Read off vol for Options on spot and vol for Options on futures contract

  40. Correctly applying GARCH in Python
  41. what's the difference between market implied volatility and implied volatility?
  42. What can cause autocorrelation in higher lag orders of returns?

  43. What does the VIX formula measure and how does it work?
  44. Why do traders think about options in terms of volatility?
  45. Instantaneous Volatility Estimator

  46. Pricing VIX Futures
  47. What is meant by innovations in volatility?

  48. SVI Zeliade Vol Surface Calibration

  49. Historical Volatility Between Two Price Points

  50. Spread in Option Quotes

  51. How do I apply Fuzzy-GARCH to forecast real data?
  52. Should the geometric standard deviation be used to compute the volatility of financial returns?
  53. How can I compute a realized variance for raw instead of log returns?

  54. Criticise GARCH relative to Realized Volatility

  55. What is the difference between volatility and variance?

  56. How to compare different volatility measures?

  57. Wrong pricing of Asian Option

  58. Local vol, stochastic vol, implied vol

  59. Volatility products and constant vega
  60. Leveraged Permanent Portfolio Using ITM Call Options

  61. Measure how different forecasted volatility is from realized volatility
  62. Understanding how market making helps investors
  63. What's volatility timing?

  64. volatility adjustment on momentum

  65. Use of Historical Volatility in Black 76 Model
  66. The sign bias test isn't significant but still use EGARCH

  67. Volatility Forecasting of VIX

  68. PRIIPs category 2 stress scenario methodology

  69. volatility term structure calibration

  70. Equity Options - "How do I build a forward simulation model with regards to shocks in spot pricing and IV?"

  71. Is variation in price-dividend ratios that is attributable to excess returns due to variation in returns or variation in risk free rates?

  72. Volatility of stocks small cap vs large cap

  73. How to generate variance impulse response function as in Hafner and Herwantz (2006)?
  74. The Heston Solution For European Option - Jim Gatheral
  75. Modelling option price change in N days
  76. relation between asset's and equity volatilities - merton model
  77. VaR of future foreign currency income stream
  78. Why are some Yang Zhang constant k different from the original paper?

  79. XIV Positive Roll Yield
  80. How to derive this approximation of the risk-neutral expectation of the variance?
  81. Monte Carlo, convexity and Risk-Neutral ZCB Pricing

  82. rugarch Sigma Band
  83. Vol structure of forward rate under no-arbitrage rate model

  84. How to estimate $\sigma$ and $r$ in binomial pricing model?
  85. Looking for material on volatility forecasting with a focus on market/news events

  86. Realized volatility vs Fundamental volatility

  87. Can a VaR equivalent Volatility (VEV) be negative?
  88. How to calculate the implied volatility using the binomial options pricing model

  89. What is a good algorithm to predict volatility in metals commodity markets?

  90. Regime-Switching Model for detecting market shifts
  91. Positive PnL with long volatility strategy

  92. inverse of stock price
  93. GJR-GARCH Model In R

  94. Daily Return to Approximate Annualized Realized Volatility 16 or 20?
  95. Build Implied Volatility Smile

  96. Time frame for implied vs realized vol

  97. What are the major characteristics of natural gas volatility and options?

  98. BEKK - GARCH model in Stata

  99. Why is the volatility smile so important

  100. How to extend Realized Volatilty to multiple periods