Quantitative Finance
FKaria's user avatar
FKaria's user avatar
FKaria's user avatar
FKaria
  • Member for 12 years
  • Last seen more than 1 year ago
Profile Activity
Stats
670
reputation
64k
reached
10
answers
0
questions
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41
Score
6
Posts
60
Posts %
26
Score
1
Posts
10
Posts %
16
Score
5
Posts
50
Posts %
8
Score
2
Posts
20
Posts %
7
Score
2
Posts
20
Posts %
6
Score
1
Posts
10
Posts %
Top posts
All Questions Answers
Score Newest
answer
26
Does implied volatility vary for calls vs puts?
Mar 26, 2013
answer
6
How does one go from measure P to Q(risk-neutral) when modeling an asset paying dividends?
May 20, 2012
answer
5
Price of a down-and-out call in terms of European call
Jan 23, 2014
answer
4
Extrapolating implied volatilities to small time
Jan 23, 2014
answer
4
How to calculate stock move probability based on option implied volatility and time to expiration? (Monte Carlo simulation)
Jan 31, 2013
answer
3
Value of American Call vs Value of European Call when using implicit finite differences
Feb 7, 2014
answer
2
Stochastic modeling of stock price process
Apr 7, 2013
answer
2
Reference request for arbitrage pricing with martingale theory
Apr 12, 2017
answer
1
How to transform process to risk-neutral measure for Monte Carlo option pricing?
Oct 17, 2012
answer
1
Basket Option weight sensitivity calculation
Feb 19, 2014
Top network posts
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7
Compile time check that string to enum map is complete
5
Adjoint of the infinitesimal generator of a stochastic process
5
How can one number paragraphs in LaTeX?

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