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Quantitative Finance
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Sebastian's user avatar
Sebastian's user avatar
Sebastian
  • Member for 2 years, 7 months
  • Last seen more than 1 year ago
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25
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4
Score
2
Posts
25
Posts %
4
Score
2
Posts
25
Posts %
4
Score
2
Posts
25
Posts %
3
Score
1
Posts
12
Posts %
3
Score
1
Posts
12
Posts %
Top posts
answer
3
Calibrating Heston model using implied volatilities
Jan 29, 2022
answer
3
Why is the price of an ATM straddle not the same as the "dollar move" from implied volatility?
Jan 30, 2022
answer
1
Implied volatility plotted against the strike price in Heston model
Feb 3, 2022
answer
1
Finite Differences Vega calculation - confirmation on proper approach
Feb 4, 2022
answer
1
Pairs trading using dynamic hedge ratio - how to tell if stationarity of spread is due to genuine cointegration or shifting of hedge ratio?
Mar 21, 2022
answer
1
How do better informed traders apply their advantage over the others?
Jan 29, 2022
answer
1
Price vs log returns - stationarity issues
Jan 30, 2022
answer
0
Imputation of missing returns
Jan 29, 2022