Quantitative Finance
Peter A's user avatar
Peter A's user avatar
Peter A's user avatar
Peter A
  • Member for 3 years, 11 months
  • Last seen more than a week ago
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23
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All Questions Answers
Score Newest
answer
16
Mark Joshi's book - quant interview questions
Jun 7, 2021
answer
5
Improve Finite Difference Scheme
Jul 3, 2020
answer
4
Local Vol vs Stoch Vol Option Pricing
Mar 10, 2022
answer
3
How to calculate the local volatility from implied volatility in practice
Jul 26, 2022
answer
3
how to calculate vega in stochastic vol?
Jul 14, 2020
answer
2
How can I calculate bucket vega using dupire local volatility surface?
Jul 11, 2020
answer
1
local vol model and stochastic vol model for double knock out barrier option
Mar 10, 2022
answer
1
Effect of correlation on a best-of rainbow option
Jul 4, 2020
answer
1
Different volatilities in Reiner Rubinstein barrier option model
Sep 3, 2022
answer
1
Calibrate Local Volatility model to price quanto options
Mar 27, 2022
Top network posts
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25
Why is geothermal heat insignificant to surface temperature?
9
Inverting the heat equation
8
Why do dark objects absorb visible light but only emit infrared radiation?
7
Hydrogen atom in quantum field theory
7
Underground temperature record

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