We’re rewarding the question askers & reputations are being recalculated! Read more.
Quantitative Finance
Meta user
Network profile
12,765
reputation
20
48

Brian B

Worked in a lot of quant areas

254
answers
6
questions
~555k
people reached
  • United States
  • bachelierfinance.org
  • Member for 8 years, 9 months
  • 1,532 profile views
  • Last seen 6 hours ago

Communities (34)

Top Meta Posts
2
0

Top network posts

Top tags (187)

Score 314
Posts 60
Posts % 23
Score 210
Posts 44
Score 165
Posts 27
Score 159
Posts 24
Score 118
Posts 25
Score 96
Posts 25
View all tags →

Top posts (260) All Questions Answers | Votes Newest

31 A simple formula for calculating implied volatility? 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
18 How do you explain the volatility smile in the Black-Scholes framework? Nov 12 '12
18 What is the best way to “fix” a covariance matrix that is not positive semi-definite? Oct 2 '11
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
15 Is there a popular curve fitting formula of options skew vs strike price or vs Delta? Feb 28 '11
View all questions and answers →

Badges (68)

Gold

—

Silver

20

Rarest

Bronze

48

Rarest

View all badges →