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SmallChess
  • Member for 11 years, 6 months
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14 votes
2 answers
10k views

Why linear interpolation not appropriate for volatility surface construction?

7 votes
3 answers
6k views

Greeks for binary option?

6 votes
3 answers
1k views

Financial Products Markup Language

5 votes
4 answers
3k views

How to select the initial guess for implied volatility?

4 votes
1 answer
231 views

Why risk-free interest is needed for Margrabe's Formula?

3 votes
1 answer
1k views

Hull-White formula on wikipedia, correct?

3 votes
2 answers
2k views

Why QuantLib computes the fixed-leg swap rate by this formula?

2 votes
4 answers
1k views

Why square root of volatility in Heston model?

2 votes
1 answer
931 views

Formula for the forward rates?

2 votes
1 answer
364 views

Negative Eonia rates

1 vote
1 answer
1k views

Why QuantLib assumes zero rates to discount factor is continuous?

0 votes
1 answer
883 views

Turnbull & Wakeman Asian - not Edgeworth?