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Quantitative Finance
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raptor22's user avatar
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raptor22
  • Member for 5 years, 7 months
  • Last seen more than 2 years ago
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38
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4
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31
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Top posts
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question
8
Implied interest rate using put-call parity
Sep 19, 2019
question
6
Procedure/methodology for building equity volatility surface
Aug 28, 2019
question
4
How to compute forward swap rates?
Apr 25, 2020
answer
4
Using SVI model for IV surface
Sep 24, 2019
answer
4
Portfolio optimization w.r.t. value at risk: introductory or survey references
Sep 26, 2019
answer
4
Extrapolating option pricing with different expirations
May 5, 2020
answer
4
How to normalise options? Normalise strike price, premium, tenors
May 12, 2020
answer
3
Why is the SVI parameterization in terms of variance?
Oct 2, 2019
question
3
How to shock the IV surface w.r.t VIX and keep AOA
Sep 27, 2019
question
2
Arbitrage-free IV surface definition vs. real arbitrage process
Sep 25, 2019