Quantitative Finance
SmallChess's user avatar
SmallChess's user avatar
SmallChess's user avatar
SmallChess
  • Member for 12 years, 9 months
  • Last seen more than a month ago
Profile Activity
Stats
2,255
reputation
125k
reached
67
answers
12
questions
Communities
Badges
View all badges
2
gold badges
19
silver badges
30
bronze badges
Top tags
View all tags
48
Score
16
Posts
20
Posts %
42
Score
17
Posts
22
Posts %
21
Score
13
Posts
16
Posts %
15
Score
5
Posts
6
Posts %
13
Score
4
Posts
5
Posts %
12
Score
4
Posts
5
Posts %
Top posts
View all questions and answers
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?

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.