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Aug
13
answered Is R being replaced by Python at quant desks?
Aug
10
answered Future spot price versus current forward price
Aug
10
answered What's the disadvantage of using linear programming for portfolio optimization?
Jul
26
answered How can a share price be different on its open than it was on the previous close?
Jan
31
answered Why do we need $dS_t=r S_tdt+\sigma S_tdW_t^Q$?
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 can't 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 $\log{\frac{S_{t+\triangle t}}{S_t}} \sim \phi{((\mu - \frac{1}{2}\sigma^2)\triangle t, \sigma^2 \triangle t)}$?