Quantitative Finance
Profile Activity
Meta user
Network profile
1,544
reputation
2
16
31

math

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

11
answers
31
questions
~73k
people reached
  • Member for 8 years, 3 months
  • 156 profile views
  • Last seen Mar 21 at 15:24

Communities (16)

Top network posts

Top tags (58)

Score 15
Posts 7
Posts % 17
Score 6
Posts 3
Score 6
Posts 3
Score 6
Posts 3
Score 1
Posts 7
Score 1
Posts 6
View all tags →

Top posts (42)

All Questions Answers
Votes Newest
12 GARCH model and prediction Apr 21 '14
12 How to calibrate a volatility surface using SVI Aug 16 '15
12 portfolio optimization averaging weights, what are benefits? Nov 23 '15
10 clarification to use collocation methods to get arbitrage free sabr Aug 4 '16
9 Greeks of a swaption using Brigo Jul 29 '15
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 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
View all questions and answers →

Badges (49)

Gold

2

Rarest

Silver

16

Rarest

Bronze

31

Rarest

View all badges →

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.