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Quantitative Finance
John Channing's user avatar
John Channing's user avatar
John Channing's user avatar
John Channing
  • Member for 13 years, 1 month
  • Last seen more than 3 years ago
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About

In 1984 I got my first computer, a Sinclair ZX Spectrum 48k. In the 1990s I got a BSc and PhD in Physics from the University of Manchester. Currently, I am CTO at a financial services company.

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Top posts
question
11
What functional form describes the implied volatility curve?
Aug 7, 2011
answer
9
What C++ math libraries are typically used by quants?
Jan 13, 2012
answer
7
Why does implied volatility show an inverse relation with strike price when examining option chains?
Aug 6, 2011
question
6
Why write options on a volatility target index?
Aug 13, 2011
answer
6
What is the difference between the methods for calculating VaR?
Aug 4, 2011
answer
4
What kind of specialized hardware is used in trading?
Aug 23, 2011
question
3
Could the Implied Volatility distribution change again? [closed]
Aug 6, 2011
answer
3
What programming languages are most commonly used in quantitative finance?
Aug 4, 2011
Top network posts
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212
Is Java "pass-by-reference" or "pass-by-value"?
158
How do I test a class that has private methods, fields or inner classes?
109
Should you ever use protected member variables?
63
How to install mongoDB on windows?
47
Where can I find all of the COM objects that can be created in PowerShell?