SBF's user avatar
SBF's user avatar
SBF's user avatar
SBF
  • Member for 13 years, 1 month
  • Last seen more than a month ago
  • Berlin
0 votes
1 answer
183 views

Computing moments of implied distribution

11 votes
7 answers
8k views

What distribution to assume for interest rates?

10 votes
7 answers
7k views

Is there a quantitative finance ranking system for universities?

12 votes
5 answers
2k views

Why use implied volatility

3 votes
1 answer
304 views

Desired portfolio volume based on utility theory

0 votes
0 answers
229 views

Writing an HFT (and not only HFT) options trading book

6 votes
4 answers
7k views

Monte Carlo simulating Cox-Ingersoll-Ross process

2 votes
2 answers
2k views

PDE pricing of barrier options in BS

3 votes
1 answer
252 views

Particular kind of market game

2 votes
2 answers
550 views

Which distribution do I get?

6 votes
1 answer
222 views

Seeming arbitrage in excess reserves

20 votes
6 answers
3k views

George Soros models

2 votes
3 answers
154 views

How free are we in risk-neutral distributions?

8 votes
1 answer
276 views

FTAP a-la Harrison, Kreps and Pliska

22 votes
4 answers
11k views

Is there any good research on support and resistance?

1 vote
1 answer
132 views

Simple pricing example confusion

9 votes
1 answer
728 views

Does risk-neutral measure have anything to deal with risk-neutrality in utility theory?

10 votes
2 answers
855 views

Change of measure discrete time

8 votes
3 answers
6k views

Why banks borrow from each other

4 votes
2 answers
488 views

Basic question about bonds pricing

4 votes
2 answers
454 views

Risk theory is a part of financial mathematics

8 votes
1 answer
842 views

Modern problems in financial mathematics

12 votes
1 answer
544 views

Do people use unbounded interest rate models, and what alternatives exist?

6 votes
1 answer
776 views

FX option history

5 votes
1 answer
392 views

An equation for European options

17 votes
3 answers
824 views

Discrete-time model: stock dynamics