Quantitative Finance
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foreignvol
  • Member for 9 years, 5 months
  • Last seen more than a week ago
  • New York, NY, USA
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5
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2
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20
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1
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10
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4
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1
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10
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1
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10
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3
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10
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Top posts
All Questions Answers
Score Newest
answer
4
Annualized rolling volatility?
May 13, 2022
question
3
Errors on Finite Differences + Implicit Scheme + Black & Scholes
Feb 12, 2019
question
3
Volatility Target Optimization - Python
Feb 19, 2018
answer
3
Digital call under Ornstein-Uhlenbeck dynamics
Dec 27, 2020
question
2
American-Bermudan-Asian option fixed strike using finite differences
Feb 22, 2019
question
1
SABR - several maturities in equities
Mar 28, 2020
answer
1
Weights don't add up to one Markowitz Portfolio Model
Oct 23, 2021
answer
1
Vasicek Model (estimation of parameters)
Dec 12, 2020
question
0
Calibrate SABR-LMM using only data from Bloomberg?
Sep 27, 2018
answer
0
Need help to interpret the definition of a diffusion process
Sep 30, 2018
Top network posts
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19
Google Colab - Install from GitHub? GLRM
11
Macroeconomics for Mathematicians
9
No continuous injective functions from $\mathbb{R}^2$ to $\mathbb{R}$
7
Grouping DataFrame by start of decade using pandas Grouper
6
Why is $\ln\left(1+t\right)\geq\frac{t}{1+t}$?

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