Quantitative Finance
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roz
  • Member for 4 years, 5 months
  • Last seen more than a month ago
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All Questions Answers
Score Newest
question
11
Can someone explain rigorously Taleb's criticism of Nate Silver's election forecasting?
Aug 9, 2019
question
10
Options Market Making Used Implied Volatility Surface
Sep 13, 2019
question
7
What is the connection between the risk neutral implied density and the real world density?
Jan 14, 2020
answer
7
Is it possible to make profit by reversing client trades for a market maker?
Feb 28, 2020
question
5
Gamma PnL Formula and Break-Even volatility
Aug 28, 2019
question
4
Why do options market makers make their spread as wide as the corresponding vega?
Oct 15, 2019
question
4
What is the point of volatility curve fitting?
Nov 22, 2019
answer
3
What's the intuition behind the transformation of Black-Scholes into Heat equation?
Dec 19, 2019
answer
3
Can strike prices of options be negative?
Dec 20, 2019
answer
3
How would a FX price probability distibution function look?
Dec 27, 2019

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