Quantitative Finance
JBerstein's user avatar
JBerstein's user avatar
JBerstein's user avatar
JBerstein
  • Member for 3 years, 6 months
  • Last seen more than 2 years ago
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5
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45
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9
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9
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27
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27
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All Questions Answers
Score Newest
answer
3
Getting real-time stock market data in one file
Oct 22, 2020
answer
3
Implied volatility of a complex options position
Oct 22, 2020
answer
1
Pegged Orders Positioning
Oct 22, 2020
answer
1
Bachelier Normal Implied Vol Python Script Jaekel Not computing?
Jun 5, 2020
question
1
Non-Trivial ATM Volatility in Vol smile construction from Market data on US Equities
Sep 21, 2020
question
1
Monte Carlo American Options Discrete Dividends
Dec 1, 2020
question
0
Constructor error pricing american ops with divs quantlib?
Dec 1, 2020
question
0
Seed Values guaranteed convergence of Implied Volatility Calculation
Nov 10, 2020
answer
0
How to get commodity futures settlement timepoints?
Oct 22, 2020
answer
0
Whats the big deal between volatility and the risk free rate?
Dec 1, 2020

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