Quantitative Finance
Antoine Conze's user avatar
Antoine Conze's user avatar
Antoine Conze's user avatar
Antoine Conze
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Derivatives quant

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All Questions Answers
Score Newest
answer
10
Cheapest-to-deliver (CTD) discount curve
May 18, 2018
answer
10
Relationship between Vega and Gamma in Black-Scholes model
Apr 7, 2021
answer
7
Interpretation and intuition behind the Put-Call symmetry under the Heston Model
Apr 6, 2018
answer
7
Risk neutral drift vs real world
Sep 21, 2015
answer
6
What Positions on an Underlier CANNOT be Hedged with Vanillas?
Nov 8, 2017
answer
6
use Monte Carlo or FDM to price Basket option
Nov 16, 2017
answer
6
Why are stock index futures not used to forecast how much the stock market will rise, given that interest rates futures are used for this purpose?
Feb 15, 2018
answer
6
Mixture models of Stochastic Volatility and Local Volatility
May 10, 2018
answer
6
Do *all* non-dividend paying assets have the risk-free instantaneous return rate under the risk-neutral measure?
Feb 7, 2019
answer
6
Options Pricing and Mean Reversion
Jun 7, 2019
Top network posts
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7
In Cixin Liu’s “Remembrance of Earth's Past" trilogy, why does it take the Trisolaran fleet 400 years to reach the solar system?

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