Quantitative Finance
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Michael's user avatar
Michael's user avatar
Michael
  • Member for 2 years, 6 months
  • Last seen more than a week ago
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9
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4
Posts
44
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0
Score
3
Posts
33
Posts %
0
Score
3
Posts
33
Posts %
0
Score
3
Posts
33
Posts %
0
Score
2
Posts
22
Posts %
0
Score
2
Posts
22
Posts %
Top posts
All Questions Answers
Score Newest
question
7
Is variance swap long volatility of volatility?
Mar 1
question
3
What's wrong with calibrating implied volatilities with polynomials?
Oct 24
question
2
W-shaped Event Vol and Butterfly Arbitrage
Oct 8, 2022
question
2
Volatility Time and Interest Rate Time
Aug 25
question
2
Dupire's Formula by a Replicating Portfolio
Nov 6, 2021
question
1
What is the distribution of the trend-following strategy PnL?
Dec 27, 2021
question
1
Calibration and pricing with the Stochastic Local Volatility model
Apr 21, 2022
question
1
How did Jim Gatheral come up with the SVI parameterization?
Sep 29
question
0
Homogeneity of BS Formula
May 29

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