Quantitative Finance
Olórin's user avatar
Olórin's user avatar
Olórin's user avatar
Olórin
  • Member for 9 years
  • Last seen more than a week ago
  • Gardens of Lórien, Aman
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answers
24
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About

Tu ne cede malis sed contra audentior ito.

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Top posts
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All Questions Answers
Score Newest
question
14
How to, from various hypotheses on the P&L, get known models (BS, Heston etc ...)
Dec 18, 2016
question
12
"Extract" the density of the underlying, given the implied volatility "surface"
Apr 2, 2015
answer
8
Transition Between Volatility Regimes
Apr 4, 2017
question
6
Architecture of a global pricing library with immutable payoffs
Mar 6, 2019
answer
5
Markit recovery rates : assumed vs real
Dec 4, 2017
answer
4
Swaption valuation across time using vcub
Jun 5, 2019
answer
3
How to price bitcoins?
Nov 30, 2017
question
3
Fast implied volatility for american options
Jun 11, 2019
question
3
Regression techniques for bermudan Monte-Carlo
Nov 15, 2018
question
3
Questions about Markit rates curve bootstrapping
Apr 11, 2017
Top network posts
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222
Differences between arm64 and aarch64
48
Could the sum of an even number of distinct positive odd numbers be divisible by each of the odd numbers?
19
Open problems in Berkovich geometry
19
What is a universal property?
18
What's the "real" reason a finite map has finite fibers?

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