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Quantitative Finance
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Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 5 years, 2 months
  • 168 profile views
  • Last seen Feb 4 at 20:27

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Top Posts (52) All Questions Answers | Votes Newest

12 Probability of touching Jun 25 '14
7 European Call Option Delta Upper Bound Dec 6 '15
7 Definition of Return of A Long/short Portfolio Mar 14 '14
7 Jim Gatheral's ansatz Feb 8 '18
7 Jim Gatheral's assertion on ATM implied volatility vs. square root variance Apr 10 '18
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 '18
5 Motivation of the singular perturbation solution formulation for local volatility model Mar 11 '18
5 CIR Process from Ornstein–Uhlenbeck process Jan 10 '17
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