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Quantitative Finance
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Brian B

Worked in a lot of quant areas

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  • United States
  • bachelierfinance.org
  • Member for 8 years, 1 month
  • 1,443 profile views
  • Last seen 17 hours ago

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Top Posts (259) All Questions Answers | Votes Newest

28 How can the implied volatility be calculated? Apr 17 '13
27 How to quickly estimate a lower bound on correlation for a large number of stocks? Feb 15 '11
27 How to derive the implied probability distribution from B-S volatilities? Aug 12 '11
23 When to use Monte Carlo simulation over analytical methods for options pricing? Oct 2 '12
21 What causes the call and put volatility surface to differ? Feb 6 '12
17 Switching from Matlab to Python for Quant Trading and Research Mar 7 '11
16 What is the best way to “fix” a covariance matrix that is not positive semi-definite? Oct 2 '11
15 What are the major characteristics of natural gas volatility and options? Oct 14 '11
15 How do you explain the volatility smile in the Black-Scholes framework? Nov 12 '12
14 How do you characterize dividends for equity options? Feb 15 '11
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