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Robert

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309 reputation
23
bio website fermatslastspreadsheet.com
location London
age 40
visits member for 1 year, 4 months
seen May 22 at 13:20
stats profile views 45

Working in quantitative finance: started in fixed-income exotics trading, became a quant, ventured into structuring, back as a quant.

Have a look at my blog!


309 reputation
bio website fermatslastspreadsheet.com visits member for 1 year, 4 months
23 badges
location London seen May 22 at 13:20
summary answers questions tags badges favorites bounties reputation activity

7 Answers

newest activity votes
7
What are some useful approximations to the Black-Scholes formula?
3
Is it possible to demonstrate that one pricing model is better than another?
3
How does the “risk-neutral pricing framework” work?
2
What functional form describes the implied volatility curve?
2
How to obtain true probabilities from Black-Scholes?
2
Looking for a recommendation for a real life volatily trading book.
1
Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones?
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