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Quantitative Finance
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Oscar
  • Member for 4 years, 5 months
  • Last seen more than a month ago
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7
What are the biggest new advancements in the field of quantitative finance in the last 10 years?
May 10, 2020
7
How to interpolate on an implied volatility surface based on forward moneyness?
Nov 26, 2020
5
What stochastic volatility models are industry standard for option pricing and how do they work?
Mar 22, 2020
5
Why worry about fat tails, if you can use stoploss?
May 23, 2020
4
Why is it so rare for finance theory to depart from the normal distribution?
Mar 25, 2020
4
Is the volatility smile a thing of the past?
Oct 22, 2020
3
How does a volatility surface based on moneyness instead of strike stay consistent with put-call parity?
Oct 22, 2020
3
Do the wallet weights with the minimum variance need to be nonzero?
May 3, 2020
3
How are option values in real life calculated without volatility?
Jun 13, 2020
2
VAR interpretation
Nov 18, 2020
Top network posts
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6
How to return several arrays of doubles as a table in C# SQLCLR function
6
String manipulation in Recursive CTE