Quantitative Finance
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Bram's user avatar
Bram's user avatar
Bram
  • Member for 9 years, 3 months
  • Last seen more than 2 years ago
  • Netherlands
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About

Currently a consultant on quantitative finance, I've previously worked as a (exotic) derivatives trader in various asset classes (equities, commodities, FX, rates) on both the sell-side and the buy-side.

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15
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8
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26
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11
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Top posts
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All Questions Answers
Score Newest
answer
6
What really is Gamma scalping?
Dec 18, 2017
answer
5
What is the reasoning to derive this financial model called the Vasicek Model?
Aug 21, 2014
answer
4
Rich Volatility, Poor Volatility
Mar 16, 2015
answer
3
Is there a good closed-form approximation for Black-Scholes implied volatility?
Sep 12, 2014
answer
2
Correlation of Asynchronous Brownian Motion
May 15, 2016
question
2
Risk neutral drift in presence of xccy basis
Jul 11, 2017
answer
2
Volatility of Futures
Aug 19, 2014
answer
2
construct an option portfolio on a single asset that is both Long Gamma and short vega
Jan 8, 2018
answer
2
M&A hedging an equity portfolio against an index
Aug 22, 2014
answer
2
Commodity options time to expiry conventions?
Jun 27, 2017
Top network posts
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6
f# generic units over generic types
6
extending an object with an interface through an object expression
5
Gaussian process with boundaries on unobserved variables

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