Quantitative Finance
THAT'S MY QUANT MY QUANTITATIV's user avatar
THAT'S MY QUANT MY QUANTITATIV's user avatar
THAT'S MY QUANT MY QUANTITATIV's user avatar
THAT'S MY QUANT MY QUANTITATIV
  • Member for 2 years, 1 month
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All Questions Answers
Score Newest
answer
3
How would you approach this positive EV and high variance betting problem?
2 days ago
answer
2
0DTE volatility and greeks
Nov 29
question
2
In the paper "By Implication" by Jaeckel, he says that put-call parity should never be used in practic
Oct 14
question
2
Heston Calibration - how far OTM can an option be before it's not considered ATM anymore?
Aug 28
question
1
Calibration of Heston using implied vol as $v_0$
Sep 25
question
1
Calibration of $\rho$ in the heston model
Nov 14
question
1
Intuition behind the benefits of Stochastic Local Volatility (SLV) models [duplicate]
Nov 22
question
1
Is stochastic control used in market making/algo trading at institutions?
Oct 19
question
1
When is the Quantlib's C++ to python package faster than just coding natively in python?
Nov 28
question
1
A book that has exercises which closely resembles the content of Lorenzo's Stochastic Volatility Modeling book?
Dec 3

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