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Ezy's user avatar
Ezy's user avatar
Ezy
  • Member for 6 years, 11 months
  • Last seen more than 1 year ago
14 votes
Accepted

Why does Kelly maximise $E[\log\space G]$ rather than simply $E[G]$?

8 votes
Accepted

Positive theta on a long put?

7 votes
Accepted

How to calculate the expectation of Poisson process when its intensity is also stochastic

6 votes

What are the quantitative finance books that we should all have in our shelves?

6 votes

Can you model the LIBOR rate as a geometric Brownian motion?

6 votes
Accepted

How to check if $ E [\exp \{ \int_0^t \frac{Y_u^2}{1+Y_u^2}du \}]< \infty $

5 votes
Accepted

Why are implied volatility and the volatility required for an option to be profitable two different things?

4 votes

What's the logic behind 3-10 UST yield inversion predicting recession?

4 votes

Realized volatility forecast vs Implied volatility

4 votes

Calculating Sharpe Ratio with dynamic position sizing

3 votes

How likely it is that a strategy profits are explained by luck?

3 votes
Accepted

Why my implementation of CRR model does not converge?

3 votes
Accepted

Risk neutral valuation formula

3 votes

Application of Ito's lemma

3 votes

why gamma decreases when option is deep in the money?

3 votes

Least-Squares-Monte-Carlo by Neural Network Estimator for pricing American Option Python

3 votes

Splitting theta from vol carry

3 votes

Conditional Expectation with Indicator Functions for Poisson Process First Jump Time (Option Pricing PDE)

3 votes
Accepted

How to modify binomial tree to incorporate one more asset?

3 votes

The use of volatility from log returns and raw return

2 votes

Are leveraged ETFs cheaper than using leverage?

2 votes

How does a high frequency trading bot work?

2 votes

Failing Jarque-Bera test but residuals looks normal on q-q plot and histogram

2 votes

Question about inverse leverage etfs

2 votes

Why does a higher stock value imply a higher call option value

2 votes

Short position returns with negative NAV

2 votes

What are the benefits of publishing papers in mathematical finance/trading?

2 votes

Search for all bond with particualar fields in bbg terminal

2 votes
Accepted

Merton's Jump diffusion model: Specify poisson rate

2 votes
Accepted

Work hours as a quantitative finance worker