Quantitative Finance
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Brian B

Worked in a lot of quant areas

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  • bachelierfinance.org
  • Member for 10 years, 6 months
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  • Last seen 9 hours ago

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43 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
24 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
23 What causes the call and put volatility surface to differ? Feb 6 '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
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