Quantitative Finance

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earned this badge 8 times.
Why does the valuation of the floating leg of a swap only use the next payment?
Awarded Apr 13, 2021 at 13:18
How to choose a risk-neutral measure when the market is incomplete?
Awarded Mar 1, 2021 at 12:16
Relationships between white noise and random walk
Awarded Jan 9, 2020 at 5:55
Why linear interpolation not appropriate for volatility surface construction?
Awarded Mar 1, 2019 at 18:40
Arbitragefree Pricing: Q vs. P
Awarded Sep 24, 2018 at 13:25
Why dynamics of local volatility is wrong?
Awarded Nov 18, 2016 at 8:14
Why parameterize the Black Scholes implied volatility surface?
Awarded Oct 22, 2015 at 3:12
Why an option has sometimes and implied volatility greater than 100%?
Awarded Mar 31, 2015 at 11:33

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