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Keith A. Lewis

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346 reputation
13
bio website kal@kalx.net
location New York, NY
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visits member for 2 years, 1 month
seen Jun 8 '12 at 16:10
stats profile views 64

346 reputation
 bio website kal@kalx.net visits member for 2 years, 1 month
13 badges
 location New York, NY seen Jun 8 '12 at 16:10
summary answers questions tags badges favorites bounties reputation activity

7 Answers

votes activity newest
7
 Fundamental Theorem of Asset Pricing (FTAP)
6
 Formal proof for risk-neutral pricing formula
5
 Paradoxes in quantitative finance
5
 Why does the VIX index have *any* correlation to the market?
3
 What are the limitations of brownian motion in finance?
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346 Reputation

+25 Is the binomial model wrong?
+10 How to get greeks using Monte-Carlo for arbitrary option?
+10 Fundamental Theorem of Asset Pricing (FTAP)
+10 Why does the VIX index have *any* correlation to the market?
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1 Question

votes activity newest
5
 Is the binomial model wrong?

14 Tags

7
option-pricing × 3
5
volatility
7
no-arbitrage-theory
5
correlation
6
pricing-formulae
5
market
6
risk-neutral-measure
3
brownian-motion
5
vix
1
monte-carlo × 2
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2 Accounts

Quantitative Finance Stack Exchange Quantitative Finance 346 rep 13
Stack Overflow Stack Overflow 248 rep 13

4 Badges

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