Quantitative Finance
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Gordon
  • Member for 9 years, 4 months
  • Last seen this week
  • Toronto, ON, Canada
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Quantitative role in various areas

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All Questions Answers
Score Newest
answer
61
Integral of Brownian motion w.r.t. time
Aug 5, 2016
answer
32
Variance replication using options
May 28, 2015
answer
29
Arbitrage opportunity interview question
Dec 14, 2015
answer
27
Carr-Madan Formula
Jun 15, 2016
answer
21
Gamma Pnl vs Vega Pnl
May 16, 2018
answer
20
Bachelier model call option pricing formula
Mar 7, 2017
answer
20
Black Scholes differential
Jan 31, 2017
answer
19
Black-Scholes under stochastic interest rates
Jun 11, 2015
answer
13
Hull-White formula on wikipedia, correct?
Jan 9, 2017
answer
13
How to exploit calendar arbitrage?
May 3, 2016
Top network posts
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10
Correlation between stochastic processes
10
Convergence of $\sum_{n=1}^{\infty}(\sqrt[n]{e}-1)$
9
Prove that $\lim_\limits{x\to 0}{\frac{e^x-1}{x}}=1$ without derivatives
8
Let $Z_t=\int{W_s }ds $. Show that $Z_t=\int (t-s) dW_s$
8
How can we show that the sample paths of standard Brownian motion are continuous?

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