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Meta User
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Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 4 years, 10 months
  • 152 profile views
  • Last seen Oct 13 at 8:08

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Top Posts (51) All Questions Answers | Votes Newest

9 Probability of touching Jun 25 '14
7 Definition of Return of A Long/short Portfolio Mar 14 '14
7 Jim Gatheral's ansatz Feb 8
7 Jim Gatheral's assertion on ATM implied volatility vs. square root variance Apr 10
6 European Call Option Delta Upper Bound Dec 6 '15
6 Geometric Brownian motion - Volatility Interpretation (in the drift term) Mar 24 '14
5 What really is Gamma scalping? Dec 17 '17
5 Variance of options returns Feb 12
4 How do I prove that $\lim_{K\searrow0}\frac{P(K,T)}{K} = \mathbb P(S_T=0)$? Jun 27 '14
4 CDS Spread and Par Bond Yield Spread Oct 10 '14
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