233 reputation
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location Chicago, IL
age
visits member for 3 years, 4 months
seen Dec 16 '13 at 16:17

Software Engineer at SunGard


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?