Quantitative Finance
joelhoro
  • London, United Kingdom
  • Member for 9 years, 3 months
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About

I'm a quant / programmer and big fan of scripting languages - python in particular.

Based in London and working as consultant for the financial services industry after having worked many years in banks.

Trying to implement what I think are the right productivity tools for people in the financial community. Hoping to leverage existing tools and extend them: pandas / iPython / matplotlib.

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12 What really drives option implied volatility? Jul 7 '12
9 Ways of treating time in the BS formula Jul 1 '12
8 Why do some people claim the delta of an ATM call option is 0.5? Jun 24 '12
7 Is it true that pricing an IR swap doesn't require any stochastic model but calculation of the PFE of an IR swap would? Jul 9 '12
6 Why use swap-rates in a yield curve? Jul 3 '12
4 Implied probability density (Question 2 - Applications and Interpretation) Mar 13 '14
2 market completion under stochastic volatility model Aug 6 '12
1 Indexes/stocks with flat implied volatilities Aug 30 '12
1 Convexity of BS Equation for Call and Put Jul 1 '12
1 Why does Skew measure remain more-or-less constant for Listed Expiries? Jul 15 '12
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