Quantitative Finance
Jared
  • Member for 5 years, 6 months
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11
$\mathbb{P}$ vs $\mathbb{Q}$ Probabilities - Transitioning Between Measures
Jul 28 '17
9
Transition Between Volatility Regimes
Jun 4 '16
7
Modeling Call Price w.r.t. Strike w Models that Capture Vol Smile
Oct 26 '16
5
Implied Dividend from American Options (in practice)
Nov 7 '16
5
Replicating Log Contract - Errors Introduced by Jumps
Jul 11 '17
4
Pricing the European counterpart from American Options
Nov 10 '16
3
Intuition Behind Scaling Factor in Variance Swaps
Jul 8 '17
3
Correct Discount Curve for Exchange Traded (Centrally Cleared) Products
Aug 6 '19
3
What Positions on an Underlier CANNOT be Hedged with Vanillas?
Nov 8 '17
2
From Butterfly Price to Probability of $S_T$ Falling within a Range
Aug 18 '18
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133
SQLAlchemy ORM conversion to pandas DataFrame
21
Matplotlib Version
20
Matplotlib imshow with EPS
16
Throttling Async Functions in Python Asyncio
15
Second Derivative in Python - scipy/numpy/pandas

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