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sashkello
  • Member for 9 years, 1 month
  • Last seen more than a month ago
  • Sydney, Australia
15 votes
5 answers
9k views

Best way to store hourly/daily options data for research purposes

9 votes
5 answers
4k views

Is there a good closed-form approximation for Black-Scholes implied volatility?

8 votes
3 answers
3k views

Concave volatility smile

3 votes
3 answers
958 views

Estimate reasonable trade sizing based on daily volume

2 votes
5 answers
198 views

What is the motivation for index benchmark?

2 votes
0 answers
83 views

How to interpret CME's specification regarding grains options expirations?

2 votes
1 answer
180 views

Determining discount factors for non-standard maturities

1 vote
1 answer
353 views

Calculating spot level using tick data

1 vote
2 answers
250 views

Yield curve interpolation at (very) short horizons

0 votes
1 answer
653 views

Starting short-end OIS zero curve building