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Quantitative Finance
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Ezy
  • Member for 9 years, 1 month
  • Last seen more than 1 year ago
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Quantitative finance (exotic derivatives modelling and statistical trading)

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Top posts
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14
Why does Kelly maximise $E[\log\space G]$ rather than simply $E[G]$?
Jan 8, 2019
answer
10
Positive theta on a long put?
Nov 13, 2018
answer
8
What are the quantitative finance books that we should all have in our shelves?
Dec 8, 2018
answer
7
How to calculate the expectation of Poisson process when its intensity is also stochastic
Oct 17, 2018
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6
Why are implied volatility and the volatility required for an option to be profitable two different things?
Dec 4, 2018
answer
6
Can you model the LIBOR rate as a geometric Brownian motion?
Jan 10, 2019
answer
6
How to check if $ E [\exp \{ \int_0^t \frac{Y_u^2}{1+Y_u^2}du \}]< \infty $
Jan 13, 2019
answer
5
Realized volatility forecast vs Implied volatility
Nov 11, 2018
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4
What's the logic behind 3-10 UST yield inversion predicting recession?
Dec 6, 2018
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4
Calculating Sharpe Ratio with dynamic position sizing
Oct 16, 2018
Top network posts
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19
What is the BigMap container and why does it matter?
19
What elliptic curves are used by Tezos?
14
Formal verification of Tezos smart contracts
13
Total amount of XTZ in existence
12
Security deposit calculation