Quantitative Finance
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RAY

Apparently, this user prefers to keep an air of mystery about them.

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  • Hong Kong, Hong Kong
  • Member for 7 years
  • 9 profile views
  • Last seen Jul 17 at 1:08

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Top posts (5) All Questions Answers | Votes Newest

8 Is the VIX more similar to a volatility swap or a variance swap? Aug 25 '16
7 Variance swap replication and variance vega Feb 14 '15
7 Is the VIX more similar to a volatility swap or a variance swap? Aug 25 '16
3 Do Bond Put Dates always fall on Coupon Dates (for non-zero coupon bonds). Calculation rules for Coupon Dates Jul 9 '12
2 Variance swap replication and variance vega Feb 17 '15

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