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.
10 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
2 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
1 Complicated American style option contract with numerous non-standard features (simultanous exercise, additional premium, etc.) feb 16 '15
1 Lease Accounting / FX Embedded Derivatives: How to Value Floor / Cap Optionality Features mar 13 '15
1 Incorrect characterization of spot rate? feb 24 '15