Quantitative Finance
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FinanceGuyThatCantCode
  • Member for 6 years, 8 months
  • Last seen more than 1 year ago
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All Questions Answers
Score Newest
answer
7
Calculate strike from Black Scholes delta
Apr 21, 2017
question
5
Asset-Or-Nothing call option price with skew
Mar 13, 2017
answer
5
Why does the volatility smile flatten as maturities increase?
Mar 24, 2017
answer
4
How to download historical composition of a Stock Index with monthly prices
Mar 17, 2017
answer
4
How should I calculate the implied volatility of an American option in a real-time production environment?
Mar 28, 2017
answer
4
Question regarding the purchase of a Variance Swap
May 2, 2017
answer
3
How is VIX different from SPY/SPX IV?
May 4, 2017
answer
3
Arbitrage free smoothing of implied volatility surface, by Fengler
Apr 19, 2017
answer
3
Hedging digital calls
Mar 28, 2017
answer
3
A question about dates generation
Apr 19, 2017
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7
Python Logging for a module shared by different scripts

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