Quantitative Finance
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Calculon's user avatar
Calculon's user avatar
Calculon
  • Member for 9 years, 4 months
  • Last seen more than a month ago
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15
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Top posts
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All Questions Answers
Score Newest
question
8
Hedging error in a stochastic volatility model
Dec 19, 2017
question
7
Calibrating Hull-White model
Feb 2, 2017
question
6
At the money put and call having the same price
Apr 7, 2017
question
5
Replicating a square derivative with calls and puts
Aug 15, 2017
question
3
Risk Neutral Pricing Necessary Condition
Aug 23, 2014
question
3
The portfolio whose return is the stochastic discount factor
Sep 11, 2015
question
3
Alternative derivation of the Black Scholes formula
Nov 19, 2018
question
2
Factors not working
Nov 24, 2016
question
2
What is the domain of the Black-Scholes operator?
May 29, 2018
answer
2
"Economic" Variables in Short Rate Models
Nov 5, 2018
Top network posts
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20
Why do positive definite symmetric matrices have the same singular values as eigenvalues?
12
Local martingale is locally uniformly integrable martingale?
10
Joint distribution of Brownian motion and its running maximum
10
Quadratic variation of the Ornstein-Uhlenbeck process
10
Why do we know that $\left\{\lvert X_n-X\rvert >\epsilon\right\}$ is an event?

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