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Quantitative Finance
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ocstl
  • Member for 9 years, 10 months
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  • Canada
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6
How to differentiate a brownian motion?
Apr 27, 2015
answer
4
12-month rate calculation for Problem 4.23 in Hull's Options, Futures, and Other Derivatives
Oct 5, 2015
answer
3
Question in "Computational Methods in Finance" by Ali Hirsa - Chapter 2: Derivatives Pricing via Transform Techniques"
Jan 27, 2016
answer
3
Bond Portfolio Immunization - Duration Matching
Mar 6, 2015
answer
2
Quick way to extrapolate call price as function of strike
Apr 12, 2015
answer
2
A good way to calculate the realised daily volatility
May 15, 2015
answer
2
Greeks: Why does my Monte Carlo give correct delta but incorrect gamma?
Jun 7, 2015
answer
2
The Upper Bound of an American Put Option
Mar 20, 2016
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2
How can we have negative probabilities in finance? Can we have negative payments in bonds? If not, how else can we have negative probabilities?
Jul 19, 2016
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2
Proof that no trading system always wins
Jan 7, 2016
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"use of undeclared type or module" when using Diesel's `belongs_to` attribute