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Quantitative Finance
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opt
  • Member for 10 years, 6 months
  • Last seen more than 3 years ago
Profile Activity

12 Questions

Score Activity Newest Views
7 votes
3 answers
9k views

What is an efficient method to find implied volatility?

10 votes
1 answer
6k views

Mixed local-stochastic volatility model in Quantlib

5 votes
1 answer
6k views

Quantlib-Python: use zero rates to get the originally bootstrapped curve

7 votes
1 answer
5k views

SABR calibration: simple explanation and implementation

1 vote
1 answer
5k views

Option greeks as dollar P&L

3 votes
1 answer
2k views

Bootstrap ESTER and SOFR curves with Quantlib Python

3 votes
1 answer
2k views

Basis Swaps in Quantlib/Python

2 votes
1 answer
1k views

HAR-RV, realized GARCH and HEAVY model for realized volatility

8 votes
1 answer
1k views

Do intraday volume and volatility share the same properties?

1 vote
1 answer
1k views

What is market standard model in equity, FX and interest rates exotics?

2 votes
1 answer
918 views

Some questions about implied volatilities and how to generate theoretical prices when market prices are not available

5 votes
1 answer
858 views

LSV model calibration with only few quotes per maturity