Quantitative Finance
Gustavo Louis G. Montańo's user avatar
Gustavo Louis G. Montańo's user avatar
Gustavo Louis G. Montańo's user avatar
Gustavo Louis G. Montańo
  • Member for 9 years
  • Last seen this week
  • Sydney, New South Wales, Australia
Profile Activity

18 Questions

Score Activity Newest Views
9 votes
2 answers
4k views

How to calculate the CVA of a forward contract?

6 votes
2 answers
7k views

How is the Chooser Option's value computed in this example?

3 votes
2 answers
9k views

Proof of Hamada's Formula (Relationship between levered and unlevered beta)

3 votes
1 answer
4k views

Liquidity Traders

2 votes
2 answers
19k views

The Difference between Notional and Par Value of a Bond

2 votes
2 answers
1k views

The Distribution of Future Stock Price

2 votes
1 answer
571 views

Black Scholes Model and Dividends

2 votes
1 answer
960 views

How to create a synthetic put?

1 vote
2 answers
194 views

Put Volatility Smiles and Implied Volatility

1 vote
1 answer
1k views

Excel Add-In Volatility Interpolation I am trying to Understand

1 vote
0 answers
42 views

Determining the Relationship Between Monte Carlo Breaks and Model Volatility

1 vote
2 answers
2k views

Difference between 1-month and 3-month SOFR, and the relationship between them

1 vote
1 answer
160 views

Calculating Fees (Kane, Marcus, and Trippi)

1 vote
2 answers
4k views

Confidence Intervals of Stock Following a Geometric Brownian Motion

1 vote
1 answer
141 views

Clarification of The Market Portfolio

0 votes
1 answer
101 views

Calculating VaR of an Incomplete Distribution

0 votes
1 answer
134 views

Calculating "Market Index Dividend Yield" of the ASX

-1 votes
1 answer
86 views

Given a particular Monte-Carlo simulation, how will a different correlated value change

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