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edouard

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323 reputation
15
bio website quantcorner.wordpress.com
location Francia
age
visits member for 1 year, 1 month
seen 23 hours ago
stats profile views 49

323 reputation
 bio website quantcorner.wordpress.com visits member for 1 year, 1 month
15 badges
 location Francia seen 23 hours ago
summary answers questions tags badges favorites bounties reputation activity

16 Answers

newest activity votes
5
C++ training from scratch to quantitative trading?
3
Testing Black Scholes Analytical Options Pricer
2
Choosing the time-frame to test for cointegration
2
Ways of treating time in the BS formula
1
Regression extensions
1
Regression with Lagged variables
1
How to price a calendar spread option?
1
How to calculate Vomma of Black Scholes model
1
How do you explain the volatility smile in the Black-Scholes framework?
1
If the distribution of returns in symmetric, why not use a coin toss, small risk & high reward?
0
Cointegration tests
0
What is the clean price and dirty price of a risky bond?
0
What sources would you recommend for Real Time Market Data other than Bloomberg/Reuters?
0
Comparing investment opportunities questions (from interview)
-1
Do I need a copula to accurately estimate the VaR of a portfolio of risky assets?
-2
How to calculate the most realistic historical option prices with additional publicly available parameters
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