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Quantitative Finance
AFK's user avatar
AFK's user avatar
AFK's user avatar
AFK
  • Member for 10 years, 8 months
  • Last seen more than 1 year ago
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26
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48
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10
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38
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Top posts
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answer
30
Why dynamics of local volatility is wrong?
May 18, 2015
answer
19
Why parameterize the Black Scholes implied volatility surface?
Jun 6, 2014
answer
15
Why an option has sometimes and implied volatility greater than 100%?
Feb 24, 2015
answer
14
Arbitragefree Pricing: Q vs. P
Jun 25, 2014
answer
14
Why does the valuation of the floating leg of a swap only use the next payment?
Oct 27, 2015
answer
12
Relationships between white noise and random walk
Aug 24, 2015
answer
12
Why linear interpolation not appropriate for volatility surface construction?
Sep 17, 2015
answer
12
How to choose a risk-neutral measure when the market is incomplete?
Mar 26, 2014
answer
9
Local volatility surface corresponding to the implied volatility surface
Mar 8, 2015
answer
8
Determine $E[W_p W_q W_r]$
Oct 6, 2014
Top network posts
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139
Grothendieck-Teichmüller conjecture
53
What is special about polylogarithms that leads to so many interesting identities and applications?
51
Examples of great mathematical writing
47
Examples of theorems misapplied to non-mathematical contexts
32
Your favorite surprising connections in mathematics