Quantitative Finance
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Robert's user avatar
Robert's user avatar
Robert
  • Member for 11 years, 2 months
  • Last seen more than a month ago
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About

Full-stack developer of data-centric, quantitative software.

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36
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Posts
25
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36
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25
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29
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Top posts
All Questions Answers
Score Newest
answer
29
What are some useful approximations to the Black-Scholes formula?
Apr 8, 2012
answer
12
How does the "risk-neutral pricing framework" work?
Jan 24, 2012
answer
7
How to obtain true probabilities from Black-Scholes?
Jan 30, 2012
answer
7
Is it possible to demonstrate that one pricing model is better than another?
Mar 13, 2012
answer
5
Looking for a recommendation for a real life volatily trading book.
Jan 19, 2012
answer
2
Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones?
Jan 30, 2012
answer
2
What functional form describes the implied volatility curve?
Feb 7, 2012
question
1
Real-time market data from the exchanges: what should we be aware of?
Jan 20, 2015
Top network posts
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14
Understanding slicing
13
Scroll shell output with mouse in tmux
9
Favourite proofs with a visualization
9
How can I get window.location.href in Elm?
9
Yank file name / path of current buffer in Vim

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