Quantitative Finance
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RRG

Apparently, this user prefers to keep an air of mystery about them.

19
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2
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  • Member for 6 years, 4 months
  • 65 profile views
  • Last seen Aug 14 at 1:45

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Top posts (21) All Questions Answers | Votes Newest

9 Am I reading this correctly? probability way too small with BS model Jul 15 '13
6 EuroDollar vs FRA Dec 13 '13
6 Trading interview gambling question Sep 21 '17
5 Avellaneda -Stoikov market making model Oct 12 '17
5 VaR Calculation - Covariance matrix is not positive semidefinite Aug 18 '13
4 Auto-correlation of GBM Apr 10 '13
4 Futures fair value with spot in different currency Apr 17 '15
4 What is an accepted method to calculate percent PnL from a short position? May 22 '17
3 Principal Component Analysis of yield curve change Nov 13 '17
3 Why is the Vega positive? Oct 27 '16
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