Quantitative Finance
Ruse's user avatar
Ruse's user avatar
Ruse's user avatar
Ruse
  • Member for 4 years, 7 months
  • Last seen more than a month ago
Profile Activity
Stats
99
reputation
618
reached
3
answers
2
questions
Communities
Badges
This user doesn’t have any gold badges yet.
This user doesn’t have any silver badges yet.
4
bronze badges
Top tags
View all tags
3
Score
3
Posts
60
Posts %
3
Score
2
Posts
40
Posts %
3
Score
1
Posts
20
Posts %
1
Score
1
Posts
20
Posts %
1
Score
1
Posts
20
Posts %
1
Score
1
Posts
20
Posts %
Top posts
All Questions Answers
Score Newest
question
4
$\frac{\partial C_{BS}}{\partial T}$ in local volatility derivation in terms of implied volatility
Sep 20, 2020
answer
3
Are there volatility models dependent on returns?
Jan 10, 2020
question
1
How are the call and put slopes in the SVI-JW parametrization derived?
Sep 27, 2020
answer
1
Fair price of a coupon paying bond
Apr 26, 2019
answer
0
How to calculate the local volatility from implied volatility in practice
Jul 30, 2022

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.