Quantitative Finance
DoubleTrouble's user avatar
DoubleTrouble's user avatar
DoubleTrouble's user avatar
DoubleTrouble
  • Member for 11 years, 7 months
  • Last seen more than 1 year ago
  • Sweden
Profile Activity
Stats
599
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109k
reached
10
answers
5
questions
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21
Score
6
Posts
40
Posts %
17
Score
3
Posts
20
Posts %
8
Score
4
Posts
27
Posts %
6
Score
1
Posts
7
Posts %
5
Score
4
Posts
27
Posts %
2
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1
Posts
7
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Top posts
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All Questions Answers
Score Newest
answer
13
Why do some people claim the delta of an ATM call option is 0.5?
Jun 21, 2012
question
10
Why parameterize the Black Scholes implied volatility surface?
Jun 6, 2014
answer
6
What is the implied volatility skew?
Jun 1, 2012
question
3
About the Feller Condition in Heston Calibration
Jan 28, 2016
question
2
FX Delta Conventions
Nov 17, 2014
question
2
Good reference on sample autocorrelation?
May 1, 2012
answer
2
Lookback option explicit formula using Black Scholes
Jan 23, 2014
answer
2
Replicating portfolio and risk-neutral pricing for interest rate options
Jun 3, 2014
answer
2
Self-financing and Black-Scholes-Merton formula
Jul 2, 2014
question
1
Price volatility and yield volatility
Apr 6, 2014
Top network posts
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21
Centered title page in twoside report
20
Simple function approximation of a function in $L^p$
12
Exercise: Application of Hahn-Banach Theorem
12
Warning: mysqli_connect(): Unknown MySQL server host
10
Make sections begin on even-numbered pages in documentclass article

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