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Antoine Savine
  • Member for 3 years, 8 months
  • Last seen more than a month ago
13 votes

Is the local volatility linear if smile is linear?

7 votes

Calibrating Hull-White model

7 votes

Machine Learning usage in Q part of Quant Finance

5 votes

Proof of approximation formulas for implied volatilities

4 votes

Why Hull White 2 Factor model can't capture vol skew?

4 votes

Black-Scholes: Why the focus on volatility?

2 votes

Why is the price of a call option with $K=0$ equal to the price of the stock $S_0$?

2 votes

Linear interpolation of local vol no arbitrage

2 votes

What's a good book to learn computational finance topics?

2 votes

Online courses or C++ books combined with Finance (alternatives to Duffy and Joshi)

1 vote
Accepted

Optimal number of iterations for quasi-Monte Carlo

0 votes

arbitrage free volatility surface

0 votes

Tracking error Black Scholes