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Dec
9
answered examples of c++ code with application to quant finance
Dec
8
answered Why is this stochastic integral a martingale?
Dec
4
answered Why cant I multiply two SDE Solutions?
Jun
2
answered Modelling driftless stock price with geometric Brownian motion
Mar
31
answered Simulating the short rate in the Hull-White model
Jan
26
answered Time-zero price of two specific contingent claims
Dec
19
answered How to compute $\mathbb{E} \left[ (W_s + W_t - 2W_0)^2 \right]$?
Nov
22
answered Understanding the concept of Martingale pricing
Nov
22
answered Risk Neutral Evaluation - Exchange/Spread Options
Oct
4
answered Integration of stochastic total derivative
Jun
21
answered Why use swap-rates in a yield curve?
May
19
answered price of a “Cash-or-nothing binary call option”
May
11
answered how to derive yield curve from interest rate swap?
May
10
answered RQuantLib, Hoadley and Bloomberg YAS: fixed rate bond pricing differences?
May
1
answered In Black-Scholes, why is $\log{\frac{S_{t+\triangle t}}{S_t}} \sim \phi{((\mu - \frac{1}{2}\sigma^2)\triangle t, \sigma^2 \triangle t)}$?
Mar
4
answered How to implement a long-term trade on oil?
Dec
8
answered What is the average stock price under the Bachelier model?
Dec
6
answered Version of Girsanov theorem with changing volatility
Nov
29
answered Recommendations for books to understand the math in quantitative finance papers?
Oct
31
answered How to create a Stochastic Process through pre specified points?