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Quantitative Finance
Brian B's user avatar
Brian B's user avatar
Brian B's user avatar
Brian B
  • Member for 13 years, 10 months
  • Last seen this week
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Worked in a lot of quant areas

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answer
45
A simple formula for calculating implied volatility?
Apr 17, 2013
answer
39
How to derive the implied probability distribution from B-S volatilities?
Aug 12, 2011
answer
28
What causes the call and put volatility surface to differ?
Feb 6, 2012
answer
26
How to quickly estimate a lower bound on correlation for a large number of stocks?
Feb 15, 2011
answer
25
When to use Monte Carlo simulation over analytical methods for options pricing?
Oct 2, 2012
answer
22
What is the best way to "fix" a covariance matrix that is not positive semi-definite?
Oct 2, 2011
answer
18
How do you explain the volatility smile in the Black-Scholes framework?
Nov 12, 2012
answer
17
Is there a popular curve fitting formula of options skew vs strike price or vs Delta?
Feb 28, 2011
question
17
How do you characterize dividends for equity options?
Feb 15, 2011
answer
17
Switching from Matlab to Python for Quant Trading and Research
Mar 7, 2011
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Matrices display in preview but not after posting
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75
Does Mathematica have advanced indexing?
32
Correlation matrix from Covariance matrix
21
Are tyre repair kits a viable alternative for a spare wheel?
19
Calculating Slopes in Numpy (or Scipy)
16
Making a "cached" version of `Manipulate[]`?