Quantitative Finance
Profile Activity
Meta user
Network profile
5,699
reputation
4
16
35

LocalVolatility

I am a leading the quant team at IMC Financial Markets, Amsterdam.

137
answers
1
question
~137k
people reached

Communities (13)

Top network posts

Top tags (126)

Score 106
Posts 26
Posts % 19
Score 68
Posts 26
Score 62
Posts 12
Score 57
Posts 10
Score 50
Posts 14
Score 49
Posts 29
View all tags →

Top posts (138)

All Questions Answers
Votes Newest
19 Finding distribution of $\int_0 ^T uW_u du$ May 8 '18
17 Arbitrage Free Volatility Smile Dec 7 '16
16 How much can be said about the Greeks without picking a model? Sep 17 '16
11 Prove that the butterfly condition is always greater than zero Feb 22 '17
11 Two papers - two different solutions of the Ornstein-Uhlenbeck process Jun 11 '18
10 Modeling Call Price w.r.t. Strike w Models that Capture Vol Smile Oct 26 '16
8 Integral of Wiener process w.r.t. time Mar 27 '18
7 Why must a riskless portfolio earn the risk-free rate? Mar 2 '17
7 Proof of gamma profit formula Mar 12 '17
7 Implied Volatility Surface - log forward moneyness Apr 21 '17
View all questions and answers →

Badges (55)

Gold

4

Rarest

Silver

16

Rarest

Bronze

35

Rarest

View all badges →

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.