Quantitative Finance
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foshizzle
  • Member for 8 years, 4 months
  • Last seen more than 5 years ago
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432
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2
answers
14
questions
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Score
6
Posts
38
Posts %
2
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3
Posts
19
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7
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44
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3
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19
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2
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12
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2
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12
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Top posts
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All Questions Answers
Score Newest
question
6
Derive vega for Black-Scholes call from this formula?
May 21, 2016
question
5
Prove arbitrage opportunity
Mar 2, 2016
question
3
Construct option and stock portfolio
Mar 21, 2016
question
3
Option pricing: Risk neutral probability calculation
Apr 3, 2016
answer
2
Who Uses American Options?
Apr 3, 2016
answer
2
What is the u vector in the expression for the weights of the min variance portfolio
May 21, 2016
question
2
Put call parity: when are the premiums the same?
Mar 27, 2016
question
2
Difference in implied volatility calculation
Feb 5, 2016
question
1
construct portfolio offering risk free profit
Feb 17, 2016
question
1
Under which conditions the minimum variance portfolio involves no short selling?
Feb 24, 2016

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