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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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? 2 days ago
5 Mixed local-stochastic volatility model in Quantlib 2 days ago
2 How to estimate the risk-free rate when pricing options - calibration yesterday
2 Strike Arbitrage Jul 30
2 Options conversion/reversion arbitrage 2 days ago
2 Rolling Futures - VXX 2 days ago
2 Premium Currency and Volatility Aug 1
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