Stack Exchange
sign up | log in |

Quantitative Finance beta
  • Questions
  • Tags
  • Tour
  • Users
  • Ask Question

Andrei

less info
meta site favicon meta user | stack exchange network profile network profile
183 reputation
7
bio website
location
age
visits member for 1 year, 8 months
seen Mar 15 at 17:57
stats profile views 28

...
183 reputation
 bio website visits member for 1 year, 8 months
7 badges
 location seen Mar 15 at 17:57
summary answers questions tags badges favorites bounties reputation activity

2 Questions

votes activity newest
14
 Why hold options when you can dynamically replicate their payoff?
12
 Is the stock price process a martingale or a Markov process?

183 Reputation

+60 Is the stock price process a martingale or a Markov process?
+50 Is there an all Java options-pricing library (preferably open source) besides jquantlib?
+35 Why hold options when you can dynamically replicate their payoff?

1 Answer

votes activity newest
5
 Is there an all Java options-pricing library (preferably open source) besides jquantlib?

9 Tags

5
black-scholes × 2
0
replication
5
options × 2
0
equities
5
programming
0
stochastic-processes
0
hedging
0
martingale
0
theory

3 Accounts

Quantitative Finance Stack Exchange Quantitative Finance 183 rep 7
Stack Overflow Stack Overflow 167 rep 212
Mathematics Stack Exchange Mathematics 7 rep 1

5 Badges

recent class name
 Popular Question × 2  Scholar
 Nice Question × 2  Student
 Teacher

0 Active bounties

active offered earned
This user has no active bounties

0 Votes Cast

This user has not cast any votes
user feed
about faq badges blog chat data legal privacy policy jobs advertising info mobile contact us feedback
Technology Life / Arts Culture / Recreation Science Other
  1. Stack Overflow
  2. Server Fault
  3. Super User
  4. Web Applications
  5. Ask Ubuntu
  6. Webmasters
  7. Game Development
  8. TeX - LaTeX
  1. Programmers
  2. Unix & Linux
  3. Ask Different (Apple)
  4. WordPress Answers
  5. Geographic Information Systems
  6. Electrical Engineering
  7. Android Enthusiasts
  8. IT Security
  1. Database Administrators
  2. Drupal Answers
  3. SharePoint
  4. User Experience
  5. Mathematica
  6. more (14)
  1. Photography
  2. Science Fiction & Fantasy
  3. Seasoned Advice (cooking)
  4. Home Improvement
  5. more (13)
  1. English Language & Usage
  2. Skeptics
  3. Mi Yodeya (Judaism)
  4. Travel
  5. Arqade (gaming)
  6. Bicycles
  7. Role-playing Games
  8. more (22)
  1. Mathematics
  2. Cross Validated (stats)
  3. Theoretical Computer Science
  4. Physics
  5. more (7)
  1. Stack Apps
  2. Meta Stack Overflow
  3. Area 51
  4. Stack Overflow Careers
site design / logo © 2013 stack exchange inc; user contributions licensed under cc-wiki with attribution required
rev 2013.5.24.702