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Antoine Conze

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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?
5	Options Pricing and Mean Reversion
5	Errors on Finite Differences + Implicit Scheme + Black & Scholes
5	Do all non-dividend paying assets have the risk-free instantaneous return rate under the risk-neutral measure?

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Reputation (4,138)

+10	Fixing date, start date, end date in interest rate derivative valuation?
+35	Price Alignment Interest(PAI) Convexity Effect
+25	In search of double barrier out option on a BM
+10	CMS convexity adjustment in a range accrual Monte Carlo

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66 options × 32	20 derivatives × 10
65 option-pricing × 33	20 interest-rates × 10
25 implied-volatility × 12	20 black-scholes × 9
21 volatility × 10	19 risk-neutral-measure × 13
20 american-options × 11	18 finite-difference-method × 7

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Quantitative Finance

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27	up		12	question
10	down		25	answer

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