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bio website quant-press.com
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seen Dec 13 at 0:14

Dec
7
comment Pricing exotic option whose payout depends on the stopping time
If the option is european the discount factor is deterministic : it is exp(-rT).
Dec
7
answered How to extrapolate VaR?
Dec
7
answered Pricing exotic option whose payout depends on the stopping time
May
19
awarded  Supporter
May
19
answered Databases for storing and querying high frequency tick-level data?
May
14
awarded  Teacher
May
14
answered Calculating Bollinger Band Correctly
May
14
answered What is the motivation for index benchmark?