Quantitative Finance
sashkello
  • Member for 8 years, 9 months
  • Last seen more than a month ago
  • Sydney, Australia
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Laß die Zeit an dir ablaufen wie Wasser

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All Questions Answers
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15
Best way to store hourly/daily options data for research purposes
May 8 '13
9
Is there a good closed-form approximation for Black-Scholes implied volatility?
Sep 12 '14
8
Concave volatility smile
Oct 1 '13
7
Why is the VIX computed that way?
Oct 19 '13
6
Lower bound of ITM Calls when computing Implied Volatility
Feb 11 '14
5
Algorithmical replication of a profit and loss function using different options
Feb 28 '14
4
Concave volatility smile
Nov 1 '13
3
Estimate reasonable trade sizing based on daily volume
Feb 1 '14
3
Why is Value at Risk non-negative?
Jun 19 '14
3
Do we need to lag values for backtesting?
Sep 3 '16
Top network posts
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227
Plotting a list of (x, y) coordinates in python matplotlib
201
Find element's index in pandas Series
168
Did Republicans take 10 of 13 Congressional seats in the 2018 North Carolina general election with roughly the same number of votes as Democrats?
63
Find largest document size in MongoDB
56
Why in numpy `nan == nan` is False while nan in [nan] is True?

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