422 reputation
25
bio website
location
age
visits member for 1 year, 5 months
seen 7 hours ago

Jan
27
revised Time-zero price of two specific contingent claims
added 56 characters in body
Dec
17
revised A Question from “Mathematical Methods for Financial Markets” Chapter 2
LaTex formatting
Nov
26
revised Risk Neutral Evaluation - Exchange/Spread Options
added 108 characters in body
Nov
24
revised Risk Neutral Evaluation - Exchange/Spread Options
added 1 characters in body
Nov
22
revised Risk Neutral Evaluation - Exchange/Spread Options
added 350 characters in body
Jun
22
revised Why use swap-rates in a yield curve?
added 117 characters in body
May
20
revised price of a “Cash-or-nothing binary call option”
added 11 characters in body
May
20
revised price of a “Cash-or-nothing binary call option”
edited body
May
19
revised price of a “Cash-or-nothing binary call option”
edited body
May
19
revised price of a “Cash-or-nothing binary call option”
added 65 characters in body
May
11
revised What is the average stock price under the Bachelier model?
added 18 characters in body
May
11
revised RQuantLib, Hoadley and Bloomberg YAS: fixed rate bond pricing differences?
added 36 characters in body
May
1
revised In Black-Scholes, why is $\log{\frac{S_{t+\triangle t}}{S_t}} \sim \phi{((\mu - \frac{1}{2}\sigma^2)\triangle t, \sigma^2 \triangle t)}$?
added 18 characters in body
May
1
revised In Black-Scholes, why is $\log{\frac{S_{t+\triangle t}}{S_t}} \sim \phi{((\mu - \frac{1}{2}\sigma^2)\triangle t, \sigma^2 \triangle t)}$?
added 18 characters in body
Dec
11
revised What is the average stock price under the Bachelier model?
added 118 characters in body
Dec
8
revised Version of Girsanov theorem with changing volatility
added 511 characters in body
Dec
8
revised What is the average stock price under the Bachelier model?
deleted 4 characters in body