Quantitative Finance
LocalVolatility's user avatar
LocalVolatility's user avatar
LocalVolatility's user avatar
LocalVolatility
  • Member for 7 years, 3 months
  • Last seen more than 1 year ago
Profile Activity
Stats
5,959
reputation
182k
reached
137
answers
1
question
Communities
View all
About

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

Badges
View all badges
4
gold badges
19
silver badges
35
bronze badges
Top tags
View all tags
109
Score
26
Posts
19
Posts %
69
Score
26
Posts
19
Posts %
67
Score
12
Posts
9
Posts %
60
Score
10
Posts
7
Posts %
54
Score
29
Posts
21
Posts %
53
Score
14
Posts
10
Posts %
Top posts
View all questions and answers
All Questions Answers
Score Newest
answer
20
Finding distribution of $\int_0 ^T uW_u du$
May 8, 2018
answer
19
Arbitrage Free Volatility Smile
Dec 7, 2016
answer
17
How much can be said about the Greeks without picking a model?
Sep 17, 2016
answer
12
Prove that the butterfly condition is always greater than zero
Feb 22, 2017
answer
11
Two papers - two different solutions of the Ornstein-Uhlenbeck process
Jun 11, 2018
answer
10
Modeling Call Price w.r.t. Strike w Models that Capture Vol Smile
Oct 26, 2016
answer
8
Confusion with volatility smiles implied by different models
Nov 9, 2016
answer
8
Integral of Wiener process w.r.t. time
Mar 27, 2018
answer
8
Replicate a Portfolio with Given Payoff
Dec 18, 2017
answer
8
Why must a riskless portfolio earn the risk-free rate?
Mar 2, 2017
Top network posts
View all network posts
6
Why is std::none_of faster than a hand rolled loop?
5
Clang compile error related to static_assert and boost::hana

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.