Brian B

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5,993 reputation
523
bio website bachelierfinance.org
location United States
age 44
visits member for 2 years, 3 months
seen 1 hour ago
stats profile views 477

Worked in a lot of quant areas


119 Tags

name votes
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options × 35
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embedded-options × 5
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risk-neutral-measure × 3
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joint-probability
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option-pricing × 25
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probability × 4
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stochastic-processes × 2
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best-practices
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black-scholes × 14
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research × 5
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local-volatility × 2
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differential-equations
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monte-carlo × 12
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greeks × 5
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models × 3
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soft-question
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implied-volatility × 17
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risk × 4
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programming × 2
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credit × 3
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volatility × 17
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statistics × 4
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distribution × 2
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binomial-tree × 3
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time-series × 7
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vix × 6
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binary-options
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arbitrage × 3
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simulations × 5
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derivatives × 7
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spread × 4
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liquidity × 3
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fixed-income × 9
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risk-management × 5
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interpolation
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modeling × 2
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numerical-methods × 5
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quant-trading-strategies × 2
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r × 3
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futures × 2
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correlation × 3
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equities × 7
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var × 2
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algorithm × 2
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interest-rates × 6
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skew × 2
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default × 2
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hedging × 6
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stochastic-volatility × 6
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forecasting
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portfolio × 2
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