Quantitative Finance
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river_rat
  • Member for 2 years
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top 8% this year
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About

Started as a topologist, then became a FO FX quant, then did some algo stuff and now I trade em and g10 FIC.

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All Questions Answers
Score Newest
answer
5
Which process is the most commonly used for modeling stock prices?
May 13, 2020
answer
5
Market convention for building the front-end of the SOFR discounting curve
Jan 17
answer
4
Trading OTC FX options: choosing expiries
May 22, 2021
answer
3
How are currency exchange rates on yahoo finance computed?
Jul 10, 2021
answer
3
FX option quotation in interbank market
Sep 23, 2021
answer
3
How would one construct a volatility surface given only the spot price?
Apr 6
answer
3
true or false: the risk-neutral measure is useless in this situation
May 12, 2020
answer
3
Calibrate Stochastic Volatility Model
Sep 16, 2020
answer
2
Are bid-ask spreads in options related to bid-ask spreads in their underlying?
Oct 2, 2020
answer
2
Is the moneyness of a barrier option based on the strike value or the barrier when mapping to a volatility surface?
Oct 26, 2020

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