Quantitative Finance
joelhoro's user avatar
joelhoro's user avatar
joelhoro's user avatar
joelhoro
  • Member for 11 years, 5 months
  • Last seen more than 4 years ago
  • London, United Kingdom
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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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18
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27
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36
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Top posts
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All Questions Answers
Score Newest
answer
12
What really drives option implied volatility?
Jul 7, 2012
answer
9
Ways of treating time in the BS formula
Jul 1, 2012
answer
8
Why do some people claim the delta of an ATM call option is 0.5?
Jun 24, 2012
answer
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, 2012
answer
6
Why use swap-rates in a yield curve?
Jul 3, 2012
answer
4
Implied probability density (Question 2 - Applications and Interpretation)
Mar 13, 2014
answer
2
market completion under stochastic volatility model
Aug 6, 2012
answer
1
Indexes/stocks with flat implied volatilities
Aug 30, 2012
answer
1
Convexity of BS Equation for Call and Put
Jul 1, 2012
answer
1
Why does Skew measure remain more-or-less constant for Listed Expiries?
Jul 15, 2012
Top network posts
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36
Minimalistic example of IPython kernel javascript bi-directional communication
16
Assign contents of Python dict to multiple variables at once?
12
Why does the share price tend to fall if a company's profits decrease, yet remain positive?
9
How to change (offset) page numbering in PDF
9
What's the best exercise to master 2-5-1 or cycle of 5ths on a chromatic accordion (B-system)

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