Quantitative Finance
EpicAdv's user avatar
EpicAdv's user avatar
EpicAdv's user avatar
EpicAdv
  • Member for 8 years, 3 months
  • Last seen more than a month ago
Profile Activity
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231
reputation
3k
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answers
5
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2
Posts
40
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2
Posts
40
Posts %
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2
Posts
40
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1
Posts
20
Posts %
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1
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20
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1
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20
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Top posts
All Questions Answers
Score Newest
question
6
Calibrating stochastic volatility model from price history (not option prices)
Nov 20, 2015
question
5
Understanding skew of SPX - Why does IV of OTM puts increase with strike?
Oct 27, 2015
question
1
Assuming Black-Scholes assumptions are correct, would the expected return from buying/selling options be 0?
Nov 3, 2015
question
1
Calculate uncertainty of option expiring ITM
Nov 26, 2019
question
0
Are there volatility models dependent on returns?
Jan 10, 2020
Top network posts
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58
Logarithmic returns in pandas dataframe
9
Type hinting / annotation (PEP 484) for numpy.ndarray
8
Fixed point math with ARM Cortex-M4 and gcc compiler
8
Python warn me or prevent me from using global variables
5
How to deal with multiple representations of quaternions

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