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Antoine Conze

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option-pricing

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5 posts edited

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37 votes cast

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Answers (142)

Votes Activity Newest

7	What Positions on an Underlier CANNOT be Hedged with Vanillas?
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?
5	Errors on Finite Differences + Implicit Scheme + Black & Scholes
5	Finite difference: move forwards or backwards?
5	Cheapest-to-deliver (CTD) discount curve

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Reputation (3,985)

+20	how to simplify Inflation year-on-year option to Zero-coupon option
+10	Static hedge for up-and-out Digital Call
+20	Implied volatility in Monte Carlo models
+15	Develop a pricing formula for an American digital put option

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64 option-pricing × 33	19 derivatives × 10
60 options × 30	19 interest-rates × 10
26 implied-volatility × 12	18 risk-neutral-measure × 13
22 volatility × 10	18 finite-difference-method × 7
20 american-options × 11	17 stochastic-volatility × 6

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Quantitative Finance

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Revival	Autobiographer
Yearling × 3	Editor
Explainer	Custodian
Unsung Hero	Commentator
Tenacious	Critic

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Votes cast (37)

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27	up		12	question
10	down		25	answer

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