Quantitative Finance
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vanna's user avatar
vanna's user avatar
vanna
  • Member for 11 years, 6 months
  • Last seen more than 5 years ago
  • Paris, France
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8k
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9
answers
2
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About

Forever in the process of learning.

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9
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5
Posts
45
Posts %
6
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2
Posts
18
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6
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9
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4
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2
Posts
18
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18
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18
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Top posts
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All Questions Answers
Score Newest
question
8
What is an acceptable error on implied volatility?
Jul 26, 2012
answer
6
Commonly used vol surface calibration model in the industry
Feb 22, 2015
answer
6
probability question about brownian motion
May 4, 2015
answer
6
Why Lie groups, differential geometry and string theory relate to MF?
May 25, 2015
question
5
Indexes/stocks with flat implied volatilities
Aug 29, 2012
answer
4
In Dupire's paper, why is $(S_t, t)$ in the $(K, T)$ space?
Feb 22, 2015
answer
3
SKEW and VIX relations?
Jul 26, 2012
answer
1
Show that Z(t)/Z(0) is a positive mean-1 martingale
Feb 22, 2015
answer
0
Basic question about Black Scholes derivation
Aug 27, 2012
answer
0
How should I calculate the implied volatility of an American option in a real-time production environment?
Feb 22, 2015
Top network posts
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142
Large negative spaces
51
Initializing a std::map when the size is known in advance
23
Sum of all elements in a matrix
22
Removing deterministic discontinuities from semi-martingales
12
Declaring member function in interface

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