Quantitative Finance
river_rat
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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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5
Which process is the most commonly used for modeling stock prices?
May 13 '20
4
Trading OTC FX options: choosing expiries
May 22
3
How are currency exchange rates on yahoo finance computed?
Jul 10
3
FX option quotation in interbank market
Sep 23
3
true or false: the risk-neutral measure is useless in this situation
May 12 '20
3
Calibrate Stochastic Volatility Model
Sep 16 '20
2
Are bid-ask spreads in options related to bid-ask spreads in their underlying?
Oct 2 '20
2
Is the moneyness of a barrier option based on the strike value or the barrier when mapping to a volatility surface?
Oct 26 '20
2
FX quoting convention
May 9 '20
2
Why is overnight more expensive than spot in an increasing forward swap values table?
May 16 '20

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