Quantitative Finance
opt
  • Member for 7 years, 10 months
  • Last seen more than a month ago
Profile Activity

12 Questions

Votes Activity Newest Views
1 answers
8 votes
1k views
3 bookmarks
Do intraday volume and volatility share the same properties?
1 answers
7 votes
2k views
8 bookmarks
Mixed local-stochastic volatility model in Quantlib
1 answers
7 votes
5k views
1 bookmarks
SABR calibration: simple explanation and implementation
3 answers
6 votes
7k views
3 bookmarks
What is an efficient method to find implied volatility?
1 answers
4 votes
3k views
4 bookmarks
Quantlib-Python: use zero rates to get the originally bootstrapped curve
1 answers
4 votes
647 views
4 bookmarks
LSV model calibration with only few quotes per maturity
1 answers
3 votes
1k views
2 bookmarks
Bootstrap ESTER and SOFR curves with Quantlib Python
1 answers
3 votes
1k views
Basis Swaps in Quantlib/Python
1 answers
2 votes
793 views
Some questions about implied volatilities and how to generate theoretical prices when market prices are not available
1 answers
2 votes
1k views
HAR-RV, realized GARCH and HEAVY model for realized volatility
1 answers
1 votes
697 views
2 bookmarks
What is market standard model in equity, FX and interest rates exotics?
1 answers
1 votes
3k views
Option greeks as dollar P&L

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