balteo

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312 reputation
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location Paris, France
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visits member for 1 year, 11 months
seen Nov 27 '12 at 16:32
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Apr
4
 awarded  Notable Question
May
31
 awarded  Yearling
Feb
22
 awarded  Popular Question
Sep
12
 awarded  Nice Question
Jul
31
 accepted Question about equations and risk factors.
Jun
21
 accepted What is Ito's lemma used for in quantitative finance?
Jun
20
 asked What is Ito's lemma used for in quantitative finance?
Jun
20
 accepted Divergence issue with my monte carlo pricer…
Jun
20
 revised Divergence issue with my monte carlo pricer…
added 1 characters in body
Jun
20
 asked Divergence issue with my monte carlo pricer…
Jun
19
 awarded  Commentator
Jun
19
 comment Vanilla European options: Monte carlo vs BS formula
Thanks!
Jun
19
 comment Vanilla European options: Monte carlo vs BS formula
Thanks! Just one last doubt remains: up to how many decimals do I need to get the difference to vanish?
Jun
19
 accepted Vanilla European options: Monte carlo vs BS formula
Jun
18
 comment Vanilla European options: Monte carlo vs BS formula
@Vytautas. Thanks. What do you mean by close match? Up to how many decimals for instance?
Jun
18
 asked Vanilla European options: Monte carlo vs BS formula
Jun
18
 asked What are the rules for quoting option prices on the market?
Jun
18
 comment Monte carlo methods for vanilla european options and Ito's lemma.
@chrisaycock: done
Jun
18
 revised Monte carlo methods for vanilla european options and Ito's lemma.
second question edited
Jun
17
 comment Monte carlo methods for vanilla european options and Ito's lemma.
Thanks for your reply too. My second question was not clearly formulated. I meant to ask: What is Ito's lemma used for in quantitative finance?
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