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Apr
8
answered Integration in the context of modelling with the Meixner Process
Feb
8
answered Derivation of the Stochastic Vol PDE
Sep
11
answered What is exactly Euler's decomposition?
Jan
9
answered What is the optimal strategy when there is an equal chance for gain or loss but the size of the potential gain is larger?
Sep
27
answered Why is the SABR volatility model not good at pricing a constant maturity swap (CMS)?
Sep
26
answered Is Duration really the slope of the Price-Yield curve?
Sep
7
asked How should FX options be priced when a currency is artificially capped?
Aug
23
answered Proof that you cannot beat a random walk
May
23
answered If I have a model that gives 10% “probability edge” over random chance, how do I calculate the position size?
May
13
answered Setting the r in put-call parity?
May
11
answered Better understanding of the Datar Mathews Method - Real Option Pricing
May
10
answered What are some useful approximations to the Black-Scholes formula?
Apr
20
asked When is the LIBOR market model Markovian?
Apr
16
answered Most successful investors using academic-based framework?
Apr
16
asked How can an ETF outperform its benchmark index?
Apr
6
answered Vanna - any practical uses for risk or pnl attribution purposes?
Apr
1
asked Good quant finance jokes
Mar
11
asked How do practitioners use the Malliavin calculus (if at all)?
Mar
11
asked How do bond pricing formulae differ between the US, UK and the Euro zone?
Feb
11
asked Video lectures and presentations on quantitative finance