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seen Jan 25 at 20:05

Jun
26
comment Black-Scholes fastest computation method
@Ilya You need to compute this table only once. Then you can store it in a file and load on the start of application.
Jun
26
revised Magnitude of Transaction Cost for Institutional Investors
edited body
Jun
26
revised Black-Scholes fastest computation method
hw specific added
Jun
26
revised Black-Scholes fastest computation method
added 9 characters in body
Jun
26
answered Black-Scholes fastest computation method
Jun
26
answered Magnitude of Transaction Cost for Institutional Investors
Jun
25
asked Principle Component Analysis vs. Cholesky Decomposition for MonteCarlo
Jun
4
asked Quantitative risk management strategy for a large participant in an illiquid market
May
9
reviewed Approve suggested edit on When calculating CIP between EU and US, which interest rates data to use?
May
5
awarded  Popular Question
May
4
reviewed Approve suggested edit on Obtaining a consistent covariance matrix for stochastic volatility processes
Apr
25
reviewed Approve suggested edit on Calculating Geometric mean
Apr
8
revised Foward-start option pricing
spelling
Apr
8
revised Non-arbitrage theory and existence of a risk premium
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Apr
8
comment Non-arbitrage theory and existence of a risk premium
Can you please tell from which book is this question?
Apr
4
reviewed Approve suggested edit on Does DOM trading using broker data make any sense?
Apr
4
reviewed Approve suggested edit on Stochastic modeling of stock price process
Mar
23
reviewed Approve suggested edit on Black-Scholes and Fundamentals
Mar
20
reviewed Approve suggested edit on Why the implied volatilities calculated are so different
Mar
18
comment Doesn't a perpetual option contradict the Black-Scholes framework?
@Chan-HoSuh No, it wouldn't. You don't hold the same number of stock for arbitrary lengths of time. You continuously adjust it to make your portfolio of underlying and short option risk free.