Robert

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159 reputation
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bio website fermatslastspreadsheet.com
location London
age 39
visits member for 4 months
seen May 5 at 15:52
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8 years in the finance biz: started in fixed-income exotics trading, became a quant, now moved to structuring.

Have a look at my blog!


159 Reputation

+30 What are some useful approximations to the Black-Scholes formula?
+30 Is it possible to demonstrate that one pricing model is better than another?
+10 What functional form describes the implied volatility curve?
+10 Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones?
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option-pricing × 2
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options × 2
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modeling
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pricing-formulae × 2
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optimization
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risk
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books
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risk-management
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volatility
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