Quantitative Finance
Matt Wolf's user avatar
Matt Wolf's user avatar
Matt Wolf's user avatar
Matt Wolf
  • Member for 11 years, 9 months
  • Last seen more than a week ago
  • Canada
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All Questions Answers
Score Newest
question
75
Is R being replaced by Python at quant desks?
May 19, 2015
answer
48
Why Drifts are not in the Black Scholes Formula
Jun 18, 2013
answer
26
how to derive yield curve from interest rate swap?
Mar 1, 2013
answer
22
Why is GARCH(1,1) so popular, especially in academia?
Feb 13, 2013
answer
18
A simple formula for calculating implied volatility?
Apr 17, 2013
answer
17
So many volatility models. Any comparisons of them?
May 23, 2013
answer
17
What are the advantages/disadvantages of these approaches to deal with volatility surface?
Jan 14, 2013
answer
16
How do we use option price models (like Black-Scholes Model) to make money in practice?
Jan 15, 2013
answer
15
Implications of the Riemann hypothesis in finance?
Aug 5, 2012
answer
15
Applications of Fourier theory in trading
Feb 26, 2013
Top Meta posts
8
1
12
It is not fun anymore to contribute and read most questions
6
Willingness to consider a revision to the current "question format" guidelines?
6
Guys why don't you vote?
4
Has the world run out of quants?
Top network posts
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64
TPL Dataflow, whats the functional difference between Post() and SendAsync()?
43
How to display all output in Jupyter Notebook within Visual Studio Code?
34
TPL Dataflow, guarantee completion only when ALL source data blocks completed
22
TPL Dataflow, how to forward items to only one specific target block among many linked target blocks?
18
Could not load type from assembly error

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