Quantitative Finance
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Oscar
  • Member for 2 years, 3 months
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16
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Top posts
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All Questions Answers
Score Newest
question
7
What are the biggest new advancements in the field of quantitative finance in the last 10 years?
May 10, 2020
question
5
What stochastic volatility models are industry standard for option pricing and how do they work?
Mar 22, 2020
answer
5
Why worry about fat tails, if you can use stoploss?
May 23, 2020
question
4
Is the volatility smile a thing of the past?
Oct 22, 2020
question
4
Why is it so rare for finance theory to depart from the normal distribution?
Mar 25, 2020
answer
3
How are option values in real life calculated without volatility?
Jun 13, 2020
answer
2
Do the wallet weights with the minimum variance need to be nonzero?
May 3, 2020
question
2
How do you handle implied volatility performing a VaR Monte-Carlo simulation using a stochastic volatility process calibrated on the underlying
Apr 2, 2020
question
2
What are the most difficult/computationally expensive/infeasible derivatives to price?
Jun 18, 2020
question
2
Effect of correlation on a best-of rainbow option
Jul 3, 2020
Top network posts
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6
How to return several arrays of doubles as a table in C# SQLCLR function
6
String manipulation in Recursive CTE

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