Quantitative Finance
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Dark's user avatar
Dark's user avatar
Dark
  • Member for 8 years, 9 months
  • Last seen more than 5 years ago
  • France
Profile Activity
Stats
427
reputation
10k
reached
3
answers
5
questions
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Quant

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12
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12
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12
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25
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Top posts
All Questions Answers
Score Newest
question
16
Why does the volatility smile flatten as maturities increase?
Feb 22, 2015
question
7
Downward sloping smile in normal model
Jul 20, 2016
question
2
Quick way to extrapolate call price as function of strike
Apr 12, 2015
answer
1
shifted SABR - ATM vol
Apr 27, 2016
question
1
Delta-Gamma Neutral portfolio, derivation issue
Feb 24, 2015
question
1
Variance Swap volatility
Mar 20, 2015
answer
0
How to manage risk on a call calendar when underlying is falling
Feb 28, 2015
answer
0
Stress Testing for VaR
Apr 27, 2016
Top network posts
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11
Solving $(f(x))^2 = f(\sqrt{2}x)$
6
Determine if the following series is convergent or divergent $\sum_{n=1}^{\infty}\frac{ \sin{nx}}{n}$
5
Find values of $f'(2)$ for given expression
5
How to take the exponential of a non-diagonal matrix

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