Quantitative Finance
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StackG
  • Member for 6 years, 7 months
  • Last seen more than a month ago
  • 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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Top posts
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All Questions Answers
Score Newest
answer
12
Mixed local-stochastic volatility model in Quantlib
Aug 5, 2020
answer
11
Do basket options have a closed form valuation formula?
Aug 10, 2020
answer
11
Expectation of exponential of 3 correlated Brownian Motion
Dec 13, 2020
question
10
Unwinding a Portfolio
Dec 10, 2020
answer
9
Forward skew generated by Local Vol model
Sep 5, 2020
answer
8
Newton's Algorithm for Implied Volatility
Oct 13, 2020
answer
8
Who has introduced the term 'vega' and why?
Jan 30, 2019
answer
8
Good Quant-Finance Interview Questions
Aug 11, 2020
answer
7
Post Trade Analysis for Option MMs
Oct 15, 2020
answer
7
Interpolation of FX Vol Surface from non-uniform strike vs tenor grid
Sep 30, 2020
Top network posts
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31
python pandas: filter out records with null or empty string for a given field
21
Finding all keys in a dictionary from a given list QUICKLY
19
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()?

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