Quantitative Finance
StackG
  • Member for 4 years, 8 months
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  • London
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About

Data enthusiast and python plumber. I'm also a full-stack web developer (LAMP stack, learning the MEAN stack)

In my free time I enjoy running, travel, vegetarian culinary delights and sampling craft beers.

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All Questions Answers
Votes Newest
11
Expectation of exponential of 3 correlated Brownian Motion
Dec 13 '20
10
Do basket options have a closed form valuation formula?
Aug 10 '20
9
Unwinding a Portfolio
Dec 10 '20
8
Mixed local-stochastic volatility model in Quantlib
Aug 5 '20
8
Newton's Algorithm for Implied Volatility
Oct 13 '20
7
Static vs Dynamic Hedging: when is each one used?
Nov 3 '20
7
conditional expectation of stochastic integral
Dec 30 '20
7
Forward skew generated by Local Vol model
Sep 5 '20
7
Good Quant-Finance Interview Questions
Aug 11 '20
6
Who has introduced the term 'vega' and why?
Jan 30 '19
Top network posts
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21
Finding all keys in a dictionary from a given list QUICKLY
17
Which is faster, InnoDB or MyISAM?
16
Speed of K-Nearest-Neighbour build/search with SciKit-learn and SciPy
14
How to reverse ordering for RDD.takeOrdered()?
12
Recovering from HTTPError in Mechanize

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