Quantitative Finance
Profile Activity
Meta user
Network profile
5,547
reputation
3
16
33

LocalVolatility

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

136
answers
1
question
~120k
people reached

Communities (13)

Top network posts

Top tags (125)

Score 102
Posts 26
Posts % 19
Score 68
Posts 26
Score 57
Posts 11
Score 57
Posts 10
Score 49
Posts 14
Score 47
Posts 29
View all tags →

Top posts (137)

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
15 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
9 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 Implied Volatility Surface - log forward moneyness Apr 21 '17
7 Replicate a Portfolio with Given Payoff Dec 18 '17
View all questions and answers →

Badges (52)

Gold

3

Rarest

Silver

16

Rarest

Bronze

33

Rarest

View all badges →