Quantitative Finance
BS.
  • Member for 5 years, 11 months
  • Last seen more than a month ago
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All Questions Answers
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9
Implying risk-free rates using Put/Call parity
Oct 29 '17
8
Why do institutions backtest?
Feb 28 '16
7
Shorting an option every day vs shorting only at maturity
Mar 9 '16
5
Binary Option in B-S model - technical question
Mar 12 '16
3
Fees on derivatives
Apr 29 '16
3
Why buy/sell a forward starting option?
Jul 2 '16
2
Why is the fair strike of a variance swap called implied volatility?
Mar 11 '17
2
SPX options data from the CBOE data shop
Oct 12 '17
2
What does it mean for an option strategy to be leveraged
May 1 '16
2
Why would one prefer variance swaps over other instruments?
Jun 11 '16
Top network posts
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12
Sum of First $n$ Squares Equals $\frac{n(n+1)(2n+1)}{6}$
11
Make TensorFlow use training data generated on-the-fly by custom CUDA routine
10
How should I approach taking math tests?
6
Approximating the normal CDF for $0 \leq x \leq 7$
5
Locus and concurrent lines

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