Quantitative Finance
Phil-ZXX's user avatar
Phil-ZXX's user avatar
Phil-ZXX's user avatar
Phil-ZXX
  • Member for 9 years, 10 months
  • Last seen more than a month ago
  • UK
Profile Activity
Stats
1,192
reputation
76k
reached
13
answers
27
questions
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33
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13
Score
9
Posts
22
Posts %
11
Score
4
Posts
10
Posts %
5
Score
3
Posts
8
Posts %
4
Score
4
Posts
10
Posts %
3
Score
8
Posts
20
Posts %
2
Score
4
Posts
10
Posts %
Top posts
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All Questions Answers
Score Newest
question
18
Geometric Brownian motion - Volatility Interpretation (in the drift term)
Mar 23, 2014
question
11
Formula for the efficient portfolios in mean-variance optimisation?
Nov 28, 2013
question
9
Vanilla Option Prices from Local Vol Surface (using neither MC nor PDE)
Jan 29, 2019
answer
8
Why do CDS Spreads differ by currency?
Jul 21, 2018
question
7
SABR Calibration: Normal vs Log-Normal Market Data
May 2, 2016
question
6
OpenGamma's Strata - Computational Overhead
Jul 20, 2018
question
4
MTM Hedging Performance of Vanna-Volga
Apr 9, 2018
question
4
When do CDS curves yield arbitrage opportunities?
Feb 11, 2015
question
4
Intuitive Reasoning for Using Risk-Neutral Measure
May 10, 2015
question
4
CDS - Accumulated Default Risk?
Aug 5, 2014
Top network posts
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35
Safely convert std::string_view to int (like stoi or atoi)
32
How to define addition through multiplication?
28
Too much white space when using the align-environment
25
Explicit direct #include vs. Non-contractual transitive #include
23
Vague definitions of ramified, split and inert in a quadratic field

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