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river_rat

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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  • Member for 11 months
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  • Last seen Apr 1 at 7:35

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5 Which process is the most commonly used for modeling stock prices? May 13 '20
3 Calibrate Stochastic Volatility Model Sep 16 '20
3 true or false: the risk-neutral measure is useless in this situation May 12 '20
2 Are bid-ask spreads in options related to bid-ask spreads in their underlying? Oct 2 '20
2 Forward skew generated by Local Vol model Sep 4 '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
2 What does buying back a “short strike” for .05 mean? May 18 '20
2 Canonical text on numerical PDEs in finance Jun 3 '20
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