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Brian B

Member for 12 years, 9 months
Last seen more than 12 years ago

bachelierfinance.org
United States

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Worked in a lot of quant areas

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Yearling

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Nov 14, 2019

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Apr 16, 2012

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75

Does Mathematica have advanced indexing?

45

A simple formula for calculating implied volatility?

39

How to derive the implied probability distribution from B-S volatilities?

32

Correlation matrix from Covariance matrix

28

What causes the call and put volatility surface to differ?