233 reputation
18
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location Chicago, IL
age
visits member for 3 years, 5 months
seen Dec 16 '13 at 16:17

Software Engineer at SunGard


Sep
24
awarded  Autobiographer
Aug
27
awarded  Popular Question
Oct
24
awarded  Popular Question
Jun
24
answered How to calculate the implied volatility using the binomial options pricing model
May
9
awarded  Yearling
May
9
comment Best way to store hourly/daily options data for research purposes
@Freddy: Agreed. It provides an interface too raw for a quant. But its performace charactericts make it a prime candidate to build a very versatile and performant analysis tool.
May
9
answered Best way to store hourly/daily options data for research purposes
Aug
30
awarded  Teacher
Jul
31
answered Interpreting QuantLlib implied volatility numbers
Sep
2
awarded  Supporter
Sep
2
awarded  Editor
Sep
2
comment How to solve for the implied stock lending rate given equity options prices?
Sorry for not being clear. See my edits.
Sep
2
revised How to solve for the implied stock lending rate given equity options prices?
added 336 characters in body
Sep
1
asked How to solve for the implied stock lending rate given equity options prices?
Aug
29
awarded  Scholar
Aug
29
accepted How should I estimate the implied volatility skew term when calculating the skew-adjusted delta?
Jun
10
awarded  Student
Jun
9
asked How should I estimate the implied volatility skew term when calculating the skew-adjusted delta?