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FinanceGuyThatCantCode

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

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  • Member for 2 years, 3 months
  • 153 profile views
  • Last seen 23 hours ago

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Top posts (29) All Questions Answers | Votes Newest

5 Asset-Or-Nothing call option price with skew Mar 13 '17
5 Calculate strike from Black Scholes delta Apr 21 '17
4 How to download historical composition of a Stock Index with monthly prices Mar 17 '17
4 Question regarding the purchase of a Variance Swap May 2 '17
3 Arbitrage free smoothing of implied volatility surface, by Fengler Apr 19 '17
3 Factors that make sell-side valuations of equity derivatives differ Apr 21 '17
3 How should I calculate the implied volatility of an American option in a real-time production environment? Mar 28 '17
3 A question about dates generation Apr 19 '17
2 Hedging digital calls Mar 28 '17
2 Why parameterize the Black Scholes implied volatility surface? Apr 21 '17
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