Quantitative Finance
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ryc
  • Member for 3 years, 5 months
  • Last seen more than a month ago
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18
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40
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17
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4
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40
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12
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20
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Top posts
All Questions Answers
Score Newest
answer
6
What is the name (Greek) for sensitivity of an option's Theta to the Time to maturity?
Jul 17, 2020
answer
6
Confusion about replicating a call option
Jul 21, 2020
answer
6
Modelling Geometric Browian Motion price model with stochastic volatility
Jul 21, 2020
answer
4
Why are these deep in-the-money FLEX options seemingly bought at a discount?
Jul 21, 2020
answer
3
Hedging vega risk with varswaps
Jul 3, 2020
answer
3
Black Scholes to Heat Equation
Aug 23, 2020
answer
2
Question about using Ito's lemma in Gamma PnL
Jul 19, 2020
answer
2
Implied Vol skew VS Local Vol skew (as presented by Derman 1995)
Jul 18, 2020
answer
1
Testing an implementation of Dupire's local volatility model
Jul 19, 2020
answer
1
Value Option with Forward Volatilities
Jul 21, 2020

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