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Quantitative Finance
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jessica
  • Member for 11 years, 10 months
  • Last seen more than a month ago
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question
49
A simple formula for calculating implied volatility?
Apr 17, 2013
question
21
Kelly criterion and Sharpe ratio
Feb 3, 2013
question
16
Does implied volatility vary for calls vs puts?
Mar 25, 2013
question
14
Relationship between Large Cap and Small Cap Volatility
May 13, 2014
question
9
Bond convexity Treasuries futures
Nov 9, 2013
question
8
Normally Distributed Returns Become Leptokurtic Due to Compounding
Mar 12, 2014
question
7
When the Inverse Correlation between the SPX and VIX breaks down
May 18, 2013
question
6
Relating Quantitative Easing to the rally in the SPX
May 27, 2013
question
6
Theta's effect for OTM options
Mar 15, 2013
question
5
Can a long put trade be profitable through Vega even if the underlying moves upwards?
Feb 18, 2013
Top network posts
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42
How to find all functions in an R package?
22
Number of distinct prime factors, omega(n)
8
Reading in HTML/XML PDF file formats into R
5
Understanding element wise clearing of R's workspace
5
Quantmod FRED Metadata in R