Quantitative Finance
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Trajan

Apparently, this user prefers to keep an air of mystery about them.

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  • The Jurassic Age
  • Member for 6 years, 5 months
  • 344 profile views
  • Last seen 12 hours ago

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11 Gamma Pnl vs Vega Pnl May 4 '18
11 What is the Risk Neutral Measure? Jun 26 '20
10 Starting mathematics reading for quants Aug 5 '14
7 Mathematical underpinnings of the square root of time rule Sep 18 '16
6 Link between Vega and Gamma Mar 16 '16
6 Static and Dynamic Hedging of Vol/Var Swaps Apr 13 '16
6 Find a formula for the price of a derivative paying $\max(S_T(S_T-K),0)$ Jul 3 '20
6 Problems with local volatility models (vs stochastic volatility models) Apr 29 '18
6 Which is riskier: a call option or the underlying? Jul 2 '20
5 Why does a barbell portfolio have higher convexity than a bullet porfolio Jul 23 '16
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