Quantitative Finance
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q.t.f.
  • Member for 9 years, 1 month
  • Last seen this week
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Top posts
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All Questions Answers
Score Newest
answer
10
Why is there greater demand for OTM and ITM options than for ATM options?
May 1, 2017
answer
9
What is the fair price of this option?
Mar 24, 2015
answer
7
Why dynamics of local volatility is wrong?
May 18, 2015
answer
7
A Difference between Local Vol and Stochastic Vol Models
May 21, 2015
answer
6
SPX Trading Capital: What happened on December 5, 2016?
Feb 23, 2018
answer
6
How to select the initial guess for implied volatility?
Feb 22, 2016
answer
5
Proof of arbitrage-free implied volatility surface in relation to local volatility surfaces
Oct 7, 2017
answer
5
About the Feller Condition in Heston Calibration
Jan 28, 2016
answer
5
Estimate simple option price without a calculator
May 19, 2015
answer
5
Why does the short rate in the Hull White model follow a normal distribution?
May 18, 2015
Top Meta posts
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23
Some kind of Mark Joshi memorium?
Top network posts
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12
Strange old multiplication table found in Oklahoma school

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