User ocstl - Quantitative Finance Stack Exchange

ocstl

Member for 8 years, 10 months
Last seen more than a month ago

Canada

15 Answers

Score Activity Newest

6 votes

Accepted

How to differentiate a brownian motion?

answered Apr 27, 2015 at 12:02

4 votes

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12-month rate calculation for Problem 4.23 in Hull's Options, Futures, and Other Derivatives

answered Oct 5, 2015 at 11:24

3 votes

Question in "Computational Methods in Finance" by Ali Hirsa - Chapter 2: Derivatives Pricing via Transform Techniques"

answered Jan 27, 2016 at 0:02

3 votes

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Bond Portfolio Immunization - Duration Matching

answered Mar 6, 2015 at 19:31

2 votes

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Quick way to extrapolate call price as function of strike

answered Apr 12, 2015 at 15:35

2 votes

A good way to calculate the realised daily volatility

answered May 15, 2015 at 17:51

2 votes

Greeks: Why does my Monte Carlo give correct delta but incorrect gamma?

answered Jun 7, 2015 at 14:20

2 votes

The Upper Bound of an American Put Option

answered Mar 20, 2016 at 18:16

2 votes

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How can we have negative probabilities in finance? Can we have negative payments in bonds? If not, how else can we have negative probabilities?

answered Jul 19, 2016 at 22:05

2 votes

Proof that no trading system always wins

answered Jan 7, 2016 at 20:55

1 vote

Abritrage when Put Option Greater then Strike Price?

answered Oct 18, 2015 at 16:35

1 vote

How to price an European Call/Put Option of a jump difussion Process?

answered Jun 30, 2015 at 14:09

1 vote

Probability of Closing Stock Price Over a Defined Period

answered Aug 8, 2015 at 15:51

1 vote

Arbitrage question

answered Aug 26, 2015 at 12:33

1 vote

Accepted

Matlab loop statement is driving me mad

answered May 25, 2015 at 13:52