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All questions asked by not-just-yeti

List all solved & unsolved questions asked by not-just-yeti

mac OS: ssh can't connect, even though sshd is listening and firewall is off?

1   Unix & Linux Asked on 12/01/2020

firewall  osx 

How to connect Bloomberg's xbbp api to "Bloomberg Anywhere"

1   Quantitative Finance Asked on 10/27/2021

bloomberg  programming  tick data  time series 

Question about using Ito's lemma in Gamma PnL

1   Quantitative Finance Asked on 10/27/2021

delta hedging  hedging  itos lemma  pnl 

Operator splitting method on three assets black scholes equation

0   Quantitative Finance Asked on 10/27/2021

black scholes  black scholes pde  finite difference  finite difference method  pricing 

VIX vs S&P: Drift in the hedging residual?

1   Quantitative Finance Asked on 10/27/2021

hedging  implied volatility  options  vix  volatility 

How to compute the historical VaR for a portfolio with long and short positions?

2   Quantitative Finance Asked on 10/27/2021

var 

Building Financial Data Time Series Database from scratch

10   Quantitative Finance Asked on 10/27/2021

data  database  finance  historical data  time series 

What is the industry standard pricing model for CME-traded Eurodollar future (American) options?

2   Quantitative Finance Asked on 10/27/2021

american options  cme  eurodollars  options  pricing 

Backtesting Market Making Strategy or Microstructure Strategy

3   Quantitative Finance Asked on 10/27/2021

backtesting  high frequency  market making  market microstructure 

Hedging with different volatility (Ahmad and Wilmott paper)

2   Quantitative Finance Asked on 10/27/2021

black scholes  hedging  volatility 

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