Network profile

Antoine Conze

Reputation

4,653

4.7k
2.4k
166

2018
2019
2020
2021

Top tag

option-pricing

Next privilege

5,000 Rep.

Access to site analytics

Badges

1

6

12

Newest

Revival

Next badge

0/1

Impact

5 posts edited

0 helpful flags

39 votes cast

Answers (153)

Votes Activity Newest

9	Cheapest-to-deliver (CTD) discount curve
6	Do all non-dividend paying assets have the risk-free instantaneous return rate under the risk-neutral measure?
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?
6	What Positions on an Underlier CANNOT be Hedged with Vanillas?
6	Risk neutral drift vs real world

View more →

Reputation (4,653)

+10	Is Local Stochastic Vol needed in order to price barrier options?
+10	Mixture models of Stochastic Volatility and Local Volatility
+10	Do all non-dividend paying assets have the risk-free instantaneous return rate under the risk-neutral measure?
+10	Cheapest-to-deliver (CTD) discount curve

View more →

Questions (0)

Votes Activity Newest

This user has not asked any questions

Tags (146)

81 option-pricing × 36	24 risk-neutral-measure × 13
69 options × 32	23 volatility × 10
28 implied-volatility × 12	23 black-scholes × 9
28 interest-rates × 12	22 derivatives × 10
26 stochastic-volatility × 7	21 american-options × 11

View more →

Bookmarks (0)

Votes Activity Newest Views Added

This user has no bookmarked questions.

Account (1)

Quantitative Finance

4,653 rep

1 gold badge6 silver badges12 bronze badges

Badges (14)

Recent Class Name

Revival × 2	Tenacious
Yearling × 5	Autobiographer
Caucus	Editor
Explainer	Custodian
Unsung Hero	Commentator

View more →

Active bounties (0)

Active Offered Earned

This user has no active bounties

Votes cast (39)

all time			by type
29	up		12	question
10	down		27	answer

Quantitative Finance Stack Exchange works best with JavaScript enabled