Quantitative Finance
Brian B
  • Member for 10 years, 11 months
  • Last seen this week
Profile Activity
Stats
14,259
reputation
736k
reached
276
answers
6
questions
Communities
View all
About

Worked in a lot of quant areas

Badges
View all badges
This user doesn’t have any gold badges yet.
25
silver badges
54
bronze badges
Top tags
View all tags
368
Score
67
Posts
24
Posts %
254
Score
51
Posts
18
Posts %
193
Score
28
Posts
10
Posts %
185
Score
28
Posts
10
Posts %
125
Score
26
Posts
9
Posts %
105
Score
27
Posts
10
Posts %
Top posts
View all questions and answers
All Questions Answers
Votes Newest
44
A simple formula for calculating implied volatility?
Apr 17 '13
29
How to derive the implied probability distribution from B-S volatilities?
Aug 12 '11
25
How to quickly estimate a lower bound on correlation for a large number of stocks?
Feb 15 '11
25
What causes the call and put volatility surface to differ?
Feb 6 '12
25
When to use Monte Carlo simulation over analytical methods for options pricing?
Oct 2 '12
20
What is the best way to "fix" a covariance matrix that is not positive semi-definite?
Oct 2 '11
18
How do you explain the volatility smile in the Black-Scholes framework?
Nov 12 '12
17
How do you characterize dividends for equity options?
Feb 15 '11
17
Switching from Matlab to Python for Quant Trading and Research
Mar 7 '11
16
Is there a popular curve fitting formula of options skew vs strike price or vs Delta?
Feb 28 '11
Top Meta posts
2
0
6
Matrices display in preview but not after posting
Top network posts
View all network posts
75
Does Mathematica have advanced indexing?
22
Correlation matrix from Covariance matrix
21
Are tyre repair kits a viable alternative for a spare wheel?
16
Making a "cached" version of `Manipulate[]`?
14
Example of how to use PyLZMA

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.