Brian B

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6,003 reputation

624

bio	website	bachelierfinance.org
	location	United States
	age	44
visits	member for	2 years, 3 months
	seen	9 hours ago
stats	profile views	477

Worked in a lot of quant areas

summary answers questions tags badges favorites bounties reputation activity

125 Answers

votes activity newest

19	How to quickly estimate a lower bound on correlation for a large number of stocks?
15	When to use Monte Carlo simulation over analytical methods for options pricing?
13	Switching from Matlab to Python for Quant Trading and Research
10	How does volatility affect the price of binary options?
10	How do you estimate the volatility of a sample when points are irregularly spaced?

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6,003 Reputation

+10	How do you estimate the volatility of a sample when points are irregularly spaced?
+20	Is vega of Black-Scholes European type option always positive?
+10	Hedging credit risk using Put equity options
+10	Threshold calculation for buying a mean-reverting asset

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5 Questions

votes activity newest

10	How do you characterize dividends for equity options?
7	Are there “live” uses of the Generalized Method of Moments or are they all academic?
7	What are the major characteristics of natural gas volatility and options?
5	How to define and measure liquidity or funding premium in credit markets?
5	What are the major models for energy derivatives, particularly electricity derivatives?

119 Tags

148 options × 35	58 volatility × 17
120 option-pricing × 25	48 time-series × 7
71 black-scholes × 14	39 simulations × 5
71 monte-carlo × 12	33 fixed-income × 9
63 implied-volatility × 17	33 numerical-methods × 5

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13 Accounts

	Quantitative Finance	6,003 rep	624
	Mathematica	478 rep	311
	Stack Overflow	348 rep	19
$Mathematics Stack Exchange$	Mathematics	166 rep	5
	Signal Processing	126 rep	3

20 Badges

recent class name

Enlightened × 3	Yearling × 2
Nice Answer × 5	Necromancer
Custodian	options
option-pricing	Disciplined
Nice Question	Self-Learner

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221 Votes Cast

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