Quantitative Finance
Profile Activity
Network profile
356
reputation
3

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.

18
answers
0
questions
~3k
people reached
  • Member for 5 months
  • 19 profile views
  • Last seen 15 hours ago

Communities (1)

Top network posts

We respect a laser-like focus on one topic.

Top tags (39)

Score 8
Posts 3
Posts % 17
Score 6
Posts 3
Score 5
Posts 2
Score 5
Posts 2
Score 5
Posts 2
Score 4
Posts 2
View all tags →

Top posts (18)

All Questions Answers
Votes Newest
4 Which process is the most commonly used for modeling stock prices? May 13
3 Calibrate Stochastic Volatility Model Sep 16
3 true or false: the risk-neutral measure is useless in this situation May 12
2 Are bid-ask spreads in options related to bid-ask spreads in their underlying? Oct 2
2 Forward skew generated by Local Vol model Sep 4
2 FX quoting convention May 9
2 Why is overnight more expensive than spot in an increasing forward swap values table? May 16
2 What does buying back a “short strike” for .05 mean? May 18
2 Canonical text on numerical PDEs in finance Jun 3
1 Stochastic Volatility Models - are they complete markets? Jun 3
View all questions and answers →

Badges (3)

Gold

—

Silver

—

Bronze

3

Rarest