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ocstl
  • Member for 9 years, 4 months
  • Last seen more than a month ago
  • Canada
6 votes
Accepted

How to differentiate a brownian motion?

4 votes
Accepted

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

3 votes

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

3 votes
Accepted

Bond Portfolio Immunization - Duration Matching

2 votes
Accepted

Quick way to extrapolate call price as function of strike

2 votes

A good way to calculate the realised daily volatility

2 votes

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

2 votes

The Upper Bound of an American Put Option

2 votes
Accepted

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

2 votes

Proof that no trading system always wins

1 vote

Abritrage when Put Option Greater then Strike Price?

1 vote

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

1 vote

Probability of Closing Stock Price Over a Defined Period

1 vote

Arbitrage question

1 vote
Accepted

Matlab loop statement is driving me mad