Quantitative Finance
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StackG

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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9 Do basket options have a closed form valuation formula? Aug 10
8 Newton's Algorithm for Implied Volatility Oct 13
6 Help reconciling incorrect reasoning in options pricing brain teaser Oct 17
6 Forward skew generated by Local Vol model Sep 5
6 Mixed local-stochastic volatility model in Quantlib Aug 5
6 Who has introduced the term 'vega' and why? Jan 30 '19
6 Simulating covariance matrices with nonzero correlation Jul 30
5 Integration on Wiener Process Aug 2
5 Why does implied volatility decrease without a change in stock price? Aug 4
5 Stochastic growth model Oct 16
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