The Stack Overflow podcast is back! Listen to an interview with our new CEO.
Quantitative Finance
Meta user
Network profile
719
reputation
5
19

sashkello

Laß die Zeit an dir ablaufen wie Wasser

10
answers
10
questions
~31k
people reached
  • Sydney, Australia
  • secretdruidsociety.org
  • Member for 6 years, 6 months
  • 67 profile views
  • Last seen Sep 26 at 23:56

Communities (36)

Top network posts

Top tags (33)

Score 20
Posts 8
Posts % 40
Score 16
Posts 5
Score 7
Posts 1
Score 6
Posts 2
Score 4
Posts 1
Score 3
Posts 2
View all tags →

Top posts (20) All Questions Answers | Votes Newest

15 Best way to store hourly/daily options data for research purposes May 8 '13
8 Concave volatility smile Oct 1 '13
7 Is there a good closed-form approximation for Black-Scholes implied volatility? Sep 12 '14
7 Why is the VIX computed that way? Oct 19 '13
6 Lower bound of ITM Calls when computing Implied Volatility Feb 11 '14
4 Algorithmical replication of a profit and loss function using different options Feb 28 '14
3 Concave volatility smile Nov 1 '13
3 Why is Value at Risk non-negative? Jun 19 '14
3 Do we need to lag values for backtesting? Sep 3 '16
2 Determining discount factors for non-standard maturities Jul 27 '16
View all questions and answers →

Badges (24)

Gold

—

Silver

5

Rarest

Bronze

19

Rarest

View all badges →