Andrey Taptunov's user avatar
Andrey Taptunov's user avatar
Andrey Taptunov's user avatar
Andrey Taptunov
  • Member for 13 years, 2 months
  • Last seen more than 1 year ago
37 votes

Video lectures and presentations on quantitative finance

33 votes

What concepts are the most dangerous ones in quantitative finance work?

26 votes
Accepted

Are there any new Option pricing models?

24 votes

What are some useful approximations to the Black-Scholes formula?

23 votes
Accepted

Option pricing before Black-Scholes

21 votes

What data sources are available online?

14 votes

Paradoxes in quantitative finance

13 votes

Looking for a recommendation for a real life volatily trading book.

12 votes

Model Validation Criteria

11 votes
Accepted

How are distributions for tail risk measures estimated in practice?

11 votes

What is the implied volatility skew?

8 votes

What kind of specialized hardware is used in trading?

7 votes

References for developing an automated trading system?

6 votes

Is F# used in trading systems?

5 votes

Is Scala used in trading systems

4 votes
Accepted

Need advice on finding forward spot rates

3 votes

What blogs or articles online should I read to get started with quantitative finance?

1 vote

self-consistent parametric form for equity implied volatility