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Quantitative Finance
Homunculus Reticulli's user avatar
Homunculus Reticulli's user avatar
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Homunculus Reticulli
  • Member for 13 years
  • Last seen more than a month ago
  • London, United Kingdom
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question
18
Calculating log returns using R
Feb 6, 2012
question
9
How to 'calibrate' simple pricing models for equity index options and equity options?
Dec 31, 2011
question
7
VaR implementation using quantlib?
May 3, 2012
question
7
Historical volatility from close prices (Haug pg 166)
May 27, 2012
question
6
How to calculate COMPOSITE underlying implied volatility from ATM (near month) option prices?
Mar 3, 2012
question
6
Modified bisection formula for deriving implied volatility for a dividend paying american option
Mar 4, 2012
question
6
Taylor series expansion (Volatility Trading book) explanation sought
Feb 21, 2013
question
6
Opensource marketdata reference data for retail market
May 1, 2015
question
6
How would I value a perpetual bond with an embedded option?
Nov 30, 2011
question
5
Resources for finding quantitative finance examples using excel, VBA and access
Aug 3, 2014
Top network posts
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1781
Save plot to image file instead of displaying it
1511
UnicodeEncodeError: 'ascii' codec can't encode character u'\xa0' in position 20: ordinal not in range(128)
413
ValueError: The truth value of an array with more than one element is ambiguous. Use a.any() or a.all()
311
TypeError: sequence item 0: expected string, int found
208
Strange SQLAlchemy error message: TypeError: 'dict' object does not support indexing