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Quantitative Finance
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Frido
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17
What is the point of mental arithmetic tests?
Jun 9, 2023
13
What makes Python better suited to quant finance than Matlab / Octave, Julia, R and others?
Jul 4
9
Three mathematical mistakes in Black-Scholes-Merton option pricing?
May 29, 2023
5
Calculating skew for an options structure
Jun 6, 2023
5
Is variance swap long volatility of volatility?
Mar 1, 2023
5
Assuming perfect liquidity
May 20, 2023
5
The derivation of vega/gamma relationship
May 27, 2023
5
Why does the volatility smile flatten as maturities increase?
Jan 21, 2023
5
How to structure a trade using vanilla equity options to get vega exposure to forward volatility?
Apr 26, 2023
5
Most relevant papers on IR / discount rate(s) modelling in the last 5 years
Apr 4, 2023
Top network posts
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6
affine function of random variable
5
Is $U(\Lambda,a)\hat\phi(x) U^{-1}(\Lambda,a) = R(\Lambda,a) \hat\phi(\Lambda^{-1}x + a)$ an axiom or can be it derived?
5
Malliavin derivative wrt time changed Brownian motion