Quantitative Finance
Andrew's user avatar
Andrew's user avatar
Andrew's user avatar
Andrew
  • Member for 10 years, 11 months
  • Last seen more than 2 years ago
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About

equity/index options trader; masters in financial engineering; masters in applied mathematics

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Top posts
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All Questions Answers
Score Newest
answer
15
What are the advantages/disadvantages of these approaches to deal with volatility surface?
Jan 14, 2013
answer
10
Kalman Filter Equity Example
Dec 15, 2012
answer
9
Theta's effect for OTM options
Mar 15, 2013
answer
7
When the Inverse Correlation between the SPX and VIX breaks down
May 18, 2013
answer
4
Are there any derivatives which pay amount $a(p-b)^{2}-c$ where $p$ is the price of underling asset?
Jan 23, 2013
answer
4
Trading a synthetic replication of the VVIX (volatility of VIX)
Dec 23, 2012
answer
3
Trading a synthetic replication of the VIX index
Dec 23, 2012
answer
3
How does the number of free dimensions of a model affect its required size of sample?
Mar 26, 2013
answer
2
Why is short term implied volatility typically higher?
Jan 13, 2013
answer
2
How to improve the Black-Scholes framework?
Dec 15, 2012
Top network posts
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25
python pandas dataframe thread safe?
19
pandas dataframe, copy by value
17
Can someone intuitively explain what the convolution integral is?
9
Pipe symbol | in AWK field delimiter

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