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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, 4 months
  • 1,476 profile views
  • Last seen Jun 5 at 17:53

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Top posts (259) All Questions Answers | Votes Newest

29 How can the implied volatility be calculated? Apr 17 '13
28 How to derive the implied probability distribution from B-S volatilities? Aug 12 '11
27 How to quickly estimate a lower bound on correlation for a large number of stocks? Feb 15 '11
24 When to use Monte Carlo simulation over analytical methods for options pricing? Oct 2 '12
22 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
17 What is the best way to “fix” a covariance matrix that is not positive semi-definite? Oct 2 '11
16 How do you explain the volatility smile in the Black-Scholes framework? Nov 12 '12
15 Is there a popular curve fitting formula of options skew vs strike price or vs Delta? Feb 28 '11
15 What are the major characteristics of natural gas volatility and options? Oct 14 '11
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