John Channing

346 reputation

	346 reputation	bio	website		visits	member for	1 year, 9 months
15 badges		location	United Kingdom		seen	Jul 24 '12 at 11:25

18 Actions

Aug 4	awarded	Yearling
Jan 13	answered	What C++ math libraries are typically used by quants?
Aug 24	revised	What kind of specialized hardware is used in trading? added 230 characters in body
Aug 24	revised	What kind of specialized hardware is used in trading? added 3 characters in body
Aug 23	answered	What kind of specialized hardware is used in trading?
Aug 13	asked	Why write options on a volatility target index?
Aug 8	comment	What functional form describes the implied volatility curve? Historically, we have used a degree 2 polynomial (parabola) but currently it does not produce a good, arbitrage free, fit hence my question.
Aug 7	asked	What functional form describes the implied volatility curve?
Aug 6	awarded	Student
Aug 6	awarded	Editor
Aug 6	revised	Could the Implied Volatility distribution change again? edited title
Aug 6	asked	Could the Implied Volatility distribution change again?
Aug 6	answered	Why does implied volatility show an inverse relation with strike price when examining option chains?
Aug 4	awarded	Teacher
Aug 4	answered	What programming languages are most commonly used in quantitative finance?
Aug 4	answered	What is the difference between the methods for calculating VaR?
Aug 4	awarded	Supporter
Aug 4	awarded	Autobiographer