Quantitative Finance
Profile Activity
Meta user
Network profile
939
reputation
7
19

sashkello

Laß die Zeit an dir ablaufen wie Wasser

10
answers
10
questions
~36k
people reached
  • Sydney, Australia
  • Member for 7 years, 6 months
  • 73 profile views
  • Last seen Jun 10 at 1:23

Communities (38)

Top network posts

Top tags (33)

Score 20
Posts 8
Posts % 40
Score 17
Posts 5
Score 7
Posts 1
Score 6
Posts 2
Score 4
Posts 2
Score 4
Posts 1
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 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
4 Algorithmical replication of a profit and loss function using different options Feb 28 '14
4 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 (26)

Gold

—

Silver

7

Rarest

Bronze

19

Rarest

View all badges →