Quantitative Finance
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BS.
  • Member for 6 years, 4 months
  • Last seen more than a week ago
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165
reputation
10k
reached
2
answers
14
questions
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5
Score
7
Posts
44
Posts %
5
Score
5
Posts
31
Posts %
1
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3
Posts
19
Posts %
1
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2
Posts
12
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0
Score
3
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19
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2
Posts
12
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Top posts
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All Questions Answers
Score Newest
question
10
Implying risk-free rates using Put/Call parity
Oct 29, 2017
question
8
Why do institutions backtest?
Feb 28, 2016
question
7
Shorting an option every day vs shorting only at maturity
Mar 9, 2016
answer
5
Binary Option in B-S model - technical question
Mar 12, 2016
question
3
Numerically stable method for estimating $\partial_t \mathbb{E}[f(X_t)]$ where $X_t$ is an n-dim Ito process and $f:\mathbb{R}^n\rightarrow\mathbb{R}$
Mar 10
question
3
Fees on derivatives
Apr 29, 2016
question
3
Why buy/sell a forward starting option?
Jul 2, 2016
question
2
Why is the fair strike of a variance swap called implied volatility?
Mar 11, 2017
question
2
SPX options data from the CBOE data shop
Oct 12, 2017
question
2
What does it mean for an option strategy to be leveraged
May 1, 2016
Top network posts
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13
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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