Quantitative Finance
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SmallChess
  • Member for 11 years, 3 months
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SmallChess: http://www.smallchess.com. Please follow me at https://twitter.com/scchess or https://www.facebook.com/scchess.

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All Questions Answers
Score Newest
question
14
Why linear interpolation not appropriate for volatility surface construction?
Sep 15, 2015
answer
13
How to replicate a digital call option
Jul 19, 2015
answer
13
Why does it take so many lines of code to price even the simplest of options with QuantLib
Oct 5, 2015
question
7
Greeks for binary option?
Dec 4, 2015
question
6
Financial Products Markup Language
Apr 2, 2011
answer
6
How do you check your option calculations?
Jun 8, 2016
answer
6
About the definition of a complete market
Jul 28, 2016
answer
6
Install QuantLib on Mac OS X
Apr 8, 2017
answer
5
Testing a Monte Carlo simulation independently
Nov 11, 2015
answer
5
Present and future role of pricing quants
Dec 5, 2015
Top Meta posts
0
1
7
Should requests for code that implements some method relevant to QF be on-topic?
Top network posts
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150
How do we improve the relationship with a client software team that performs poorly and is becoming less collaborative?
138
Is it an alarming sign, if a company's hiring process for senior/lead developer doesn't include a coding task?
96
How do I regain managerial control of my "self-organizing" team?
80
Should temporary files be saved to /tmp or the current working directory?
62
When is precision more important over recall?

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