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Quantitative Finance
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roz
  • Member for 5 years, 2 months
  • Last seen more than 1 year ago
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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
What is the point of volatility curve fitting?
Nov 22, 2019
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
3
Why is the value of the Brownian motion bounded by the maximum value of this square difference?
Aug 9, 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