Stack Exchange Network

Stack Exchange network consists of 174 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.

Visit Stack Exchange

  7. current community

    your communities

    more stack exchange communities

    company blog
Quantitative Finance
Meta User
Network Profile
5,313
reputation
3
13
28

LocalVolatility

I am a desk quant at IMC Financial Markets, Amsterdam.

133
answers
1
question
~58k
people reached

Communities (13)

Top Network Posts

Top Tags (125)

Score 90
Posts 25
Posts % 19
Score 66
Posts 26
Score 46
Posts 29
Score 46
Posts 10
Score 45
Posts 11
Score 38
Posts 13
View all tags →

Top Posts (134) All Questions Answers | Votes Newest

15 How much can be said about the Greeks without picking a model? Sep 17 '16
15 Finding distribution of $\int_0 ^T uW_u du$ May 8 '18
11 Arbitrage Free Volatility Smile Dec 7 '16
10 Modeling Call Price w.r.t. Strike w Models that Capture Vol Smile Oct 26 '16
8 Two papers - two different solutions of the Ornstein-Uhlenbeck process Jun 11 '18
8 Why must a riskless portfolio earn the risk-free rate? Mar 2 '17
7 How do you find variance of a sde? Apr 3 '17
7 Implied Volatility Surface - log forward moneyness Apr 21 '17
7 Confusion with volatility smiles implied by different models Nov 9 '16
7 Prove that the butterfly condition is always greater than zero Feb 22 '17
View all questions and answers →

Badges (44)

Gold

3

Rarest

Silver

13

Rarest

Bronze

28

Rarest

View all badges →