Quantitative Finance
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Matthias Wolf

Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 8 years, 5 months
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  • Last seen Nov 8 '19 at 5:52

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69 Is R being replaced by Python at quant desks? May 19 '15
41 Why Drifts are not in the Black Scholes Formula Jun 18 '13
25 how to derive yield curve from interest rate swap? Mar 1 '13
22 Why is GARCH(1,1) so popular, especially in academia? Feb 13 '13
16 A simple formula for calculating implied volatility? Apr 17 '13
16 So many volatility models. Any comparisons of them? May 23 '13
15 Applications of Fourier theory in trading Feb 26 '13
15 How do we use option price models (like Black-Scholes Model) to make money in practice? Jan 15 '13
14 What are the advantages/disadvantages of these approaches to deal with volatility surface? Jan 14 '13
13 Implications of the Riemann hypothesis in finance? Aug 5 '12
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