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location Paris, France
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visits member for 3 years, 10 months
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Oct
24
revised What is the reason for the convexity adjustment when pricing a constant maturity swap (CMS)?
added 16 characters in body
Oct
20
revised What is the forward rate for a Black-Karasinski interest rate model?
added 17 characters in body
Oct
20
revised What is the forward rate for a Black-Karasinski interest rate model?
added 17 characters in body
Oct
3
revised Skew arbitrage: How can you realize the skewness of the underlying?
deleted 1 characters in body
Sep
14
revised What is the connection between default probabilities calculated using the credit rating and the price of a CDS?
deleted 3 characters in body
Mar
31
revised How to conduct Monte Carlo simulations to test validity of Black Scholes for a specific option?
deleted 3 characters in body; added 102 characters in body
Mar
14
revised How do practitioners use the Malliavin calculus (if at all)?
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Feb
10
revised Fundamental Theorem of Asset Pricing (FTAP)
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Feb
9
revised Paradoxes in quantitative finance
adding promised references ; added 12 characters in body
Feb
9
revised What is a martingale?
eidted following egoroff's suggestion
Feb
9
revised What is the implied volatility skew?
added 1 characters in body
Feb
9
revised What is a martingale?
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Feb
7
revised Paradoxes in quantitative finance
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Feb
6
revised The Application of Quantitative Finance in Sports Betting
added 67 characters in body
Feb
5
revised What is a stationary process?
a few typo and grammar corrections
Feb
4
revised How useful is Markov chain Monte Carlo for quantitative finance?
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Feb
2
revised Are there any new Option pricing models?
added 406 characters in body
Feb
1
revised How useful is Markov chain Monte Carlo for quantitative finance?
added 26 characters in body