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Olórin's user avatar
Olórin's user avatar
Olórin's user avatar
Olórin
  • Member for 9 years, 8 months
  • Last seen more than a month ago
  • Gardens of Lórien, Aman
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Tu ne cede malis sed contra audentior ito.

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Top posts
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14
How to, from various hypotheses on the P&L, get known models (BS, Heston etc ...)
Dec 18, 2016
12
"Extract" the density of the underlying, given the implied volatility "surface"
Apr 2, 2015
8
Transition Between Volatility Regimes
Apr 4, 2017
6
Architecture of a global pricing library with immutable payoffs
Mar 6, 2019
5
Markit recovery rates : assumed vs real
Dec 4, 2017
4
Swaption valuation across time using vcub
Jun 5, 2019
3
How to price bitcoins?
Nov 30, 2017
3
Fast implied volatility for american options
Jun 11, 2019
3
Regression techniques for bermudan Monte-Carlo
Nov 15, 2018
3
Questions about Markit rates curve bootstrapping
Apr 11, 2017
Top network posts
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242
Differences between arm64 and aarch64
48
Could the sum of an even number of distinct positive odd numbers be divisible by each of the odd numbers?
21
What is a universal property?
20
What's the "real" reason a finite map has finite fibers?
19
Open problems in Berkovich geometry