Quantitative Finance
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Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 7 years, 6 months
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  • Last seen Jul 7 at 8:13

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12 portfolio optimization averaging weights, what are benefits? Nov 23 '15
11 How to calibrate a volatility surface using SVI Aug 16 '15
11 GARCH model and prediction Apr 21 '14
9 clarification to use collocation methods to get arbitrage free sabr Aug 4 '16
8 derivation of the hedging error in a black scholes setup Sep 30 '15
8 SVI negative rates May 23 '16
8 How do Return.portfolio and Return.rebalancing work in Performance Analytics in R? Sep 7 '14
7 Volatility skew and how to capture it? Oct 17 '14
7 On short-rate-models: Black-Karasinski (with constant parameters) compared to Vasicek Jul 8 '13
7 In Black-Scholes, why is $\log{\frac{S_{t+\triangle t}}{S_t}} \sim \phi{((\mu - \frac{1}{2}\sigma^2)\triangle t, \sigma^2 \triangle t)}$? Apr 24 '13
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