Profile Activity

sashkello

Network profile

Reputation

719

719
597
476

2016
2017
2018
2019

Top tag

options

Next privilege

750 Rep.

See votes, expandable usercard

Badges

5

19

Newest

Self-Learner

Next badge

10/30

Impact

2 posts edited

2 helpful flags

90 votes cast

Summary Answers Questions Tags Badges Favorites Bounties Reputation All actions

10 Questions

Views Newest Activity Votes

16

15

votes

5

answers

7k

views

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

options data database

Apr 29 '16 at 21:26 Cuedrah 16

3

8

votes

3

answers

2k

views

Concave volatility smile

implied-volatility volatility-smile

Nov 1 '13 at 1:03 sashkello 719

7

7

votes

5

answers

2k

views

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

black-scholes implied-volatility numerical-methods

Oct 15 '18 at 2:47 Ezy 1,782

2

votes

1

answer

123

views

Determining discount factors for non-standard maturities

interest-rates swaps interest-rate-swap bootstrapping discount-factor-curve

Jul 27 '16 at 8:20 dm63 8,718

2

votes

5

answers

175

views

What is the motivation for index benchmark?

soft-question benchmark

Jun 1 '14 at 11:09 user3264325 426

1

2

votes

3

answers

771

views

Estimate reasonable trade sizing based on daily volume

volume position-sizing open-interest

Feb 6 '14 at 5:21 user2763361 1,804

2

votes

0

answers

77

views

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

options commodities cme

Jan 20 '14 at 16:13 SRKX 8,789

1

vote

2

answers

165

views

Yield curve interpolation at (very) short horizons

yield-curve curve-fitting

Dec 9 '15 at 8:39 Helin 8,638

1

vote

1

answer

209

views

Calculating spot level using tick data

tick-data

Sep 23 '13 at 5:48 Matt 12.8k

1

0

votes

1

answer

537

views

Starting short-end OIS zero curve building

interest-rate-swap ois-discounting ois

Nov 29 '16 at 4:56 Community♦ 1

Quantitative Finance Stack Exchange works best with JavaScript enabled