I am a recent graduate in applied mathematics at UCLA and currently trying to break into the quantitative investment/trading industry while also continuing to pursue advanced graduate-level mathematics as both a hobby and career necessity.
11 Deriving the definition of stochastic integrals with respect to Ito processes from first principles Jan 15 '15
4 Does an Interest Rate Swap has a Vega component? Feb 25 '15
3 Black Scholes: How does it help to transform uncertainty and still not be able to calculate a fair price? Feb 23 '15
2 Logic behind Gordon Growth Model in a DCF analysis? Jul 16 '14
2 Using FX ATM/RR/BF Volatility to Estimate Smile May 27 '15
1 Complicated American style option contract with numerous non-standard features (simultanous exercise, additional premium, etc.) Feb 16 '15