Quantitative Finance
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FinanceGuyThatCantCode
  • Member for 5 years, 6 months
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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
4
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
Question regarding the purchase of a Variance Swap
May 2, 2017
answer
3
Arbitrage free smoothing of implied volatility surface, by Fengler
Apr 19, 2017
answer
3
Why parameterize the Black Scholes implied volatility surface?
Apr 21, 2017
answer
3
Factors that make sell-side valuations of equity derivatives differ
Apr 21, 2017
answer
3
How should I calculate the implied volatility of an American option in a real-time production environment?
Mar 28, 2017
answer
3
Hedging digital calls
Mar 28, 2017
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Python Logging for a module shared by different scripts

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