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Quantitative Finance
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hjw
  • Member for 6 years, 5 months
  • Last seen more than a month ago
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Top posts
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8
Market impact, why square root?
Sep 28, 2018
question
5
Finite Difference with SVI Vol Model
Jul 9, 2018
answer
5
What is the difference between forward volatility swap and FVA?
Jul 17, 2018
answer
2
Literature on quoting vol surfaces in the absence of listed option prices
Jul 11, 2018
answer
1
Pricing Corridor Variance Spreads
Jul 11, 2018
answer
1
Black-Scholes: Delta/probability of exercise increases with volatility
Aug 6, 2018
answer
1
P&L Calculation of Option Strategy
Sep 3, 2018
answer
0
Options volatility margin
Jul 19, 2018
Top network posts
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11
Scatter plot with ggplot2 colored by dates
10
Email dataframe as table in email body with SendMailR
10
dplyr mutate using dynamic variable name while respecting group_by
6
What is the output of XGboost using 'rank:pairwise'?
6
Problem with evaluation of NA in nested ifelse statements