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Jul
3
accepted Closed form solution of PDE of Option Price
Jul
2
accepted Boundary Condition for Convertible Bond under Two-factor Model Interest Rate
Jul
1
accepted Reflection Principle
Jun
30
accepted Ito's formula for Jump process
Jun
28
accepted Why $W_{t}^3$ is not a martigale?(by Definition)
Jun
27
accepted How can I calculate $Cov\left(\int_{0}^{s}W_u\,du\,\,\,,\,\int_{0}^{t}W_v\,dv\right)$
Jun
4
accepted European option and American option are equivalent in this case?
Aug
3
accepted Why doesn't VG flatten volatility skew for short term options?
Jul
6
accepted Ability of hedge funds to transform illiquid assets
May
15
accepted Is there an easily implementable alternative to lognormal growth (something with fatter tails)?
Feb
25
accepted Is there an intuitive explanation for the Feynman-Kac-Theorem?
Feb
13
accepted How are the Hamilton–Jacobi–Bellman equations used to solve optimal control problems?
Jan
29
accepted Which day count conventions are there and where do they apply?
Nov
29
accepted Distinguish between market makers and other participants?
Sep
25
accepted Is there a contradiciton between option prices being martingales and the use of options for speculation?
Apr
7
accepted monthly contract volume required for penny increments?
Apr
7
accepted changes in open interest vs changes in underlying volume
Feb
16
accepted How to improve the Black-Scholes framework?
Feb
15
accepted What are $d_1$ and $d_2$ for Laplace?
Feb
12
accepted Exposition of Growth in a Perpetuity