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Quantitative Finance
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sashkello
  • Member for 11 years, 5 months
  • Last seen more than 1 year ago
  • Sydney, Australia
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Laß die Zeit an dir ablaufen wie Wasser

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Top posts
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question
15
Best way to store hourly/daily options data for research purposes
May 8, 2013
question
9
Is there a good closed-form approximation for Black-Scholes implied volatility?
Sep 12, 2014
question
8
Concave volatility smile
Oct 1, 2013
answer
7
Why is the VIX computed that way?
Oct 19, 2013
answer
6
Lower bound of ITM Calls when computing Implied Volatility
Feb 11, 2014
answer
5
Algorithmical replication of a profit and loss function using different options
Feb 28, 2014
answer
4
Concave volatility smile
Nov 1, 2013
question
3
Estimate reasonable trade sizing based on daily volume
Feb 1, 2014
answer
3
Why is Value at Risk non-negative?
Jun 19, 2014
answer
3
Do we need to lag values for backtesting?
Sep 3, 2016
Top network posts
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273
Plotting a list of (x, y) coordinates
248
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?
70
Find largest document size in MongoDB
63
Why in numpy `nan == nan` is False while nan in [nan] is True?