Quantitative Finance
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SI7

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

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  • Member for 2 years, 7 months
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  • Last seen 2 days ago

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6 Implied Vol Smile: from Calls, Puts or Both? Jul 9
5 How to gamma hedge and vega hedge an autocallable product? Feb 23
3 Implied vol and model calibration for an american option on a dividend paying stock - is there a market standard pricing model? Apr 20
2 How does volatility skew change with underlying spot? Mar 10
2 Hedging Interest rate swaps in practice Mar 14

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