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10 Questions

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12

14

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2

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3k

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Solution of Merton's Jump-Diffusion SDE

itos-lemma jump merton-model

Apr 4 '16 at 19:46 Quantuple 12.5k

4

votes

1

answer

1k

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Calibration of Heston model

calibration heston

Apr 11 '16 at 20:39 Kiwiakos 3,982

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4

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1

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401

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Simple question on jump-diffusion

stochastic-processes jump merton-model

Apr 8 '16 at 14:11 Quantuple 12.5k

3

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1

answer

262

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Equivalent Definitions of Self-Financing Portfolio

portfolio no-arbitrage-theory self-study

Nov 24 '15 at 14:56 Gordon 18.5k

2

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2

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1k

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Implied Volatility as proxy for instantaneous volatility

implied-volatility local-volatility

Apr 29 '16 at 15:23 Quantuple 12.5k

2

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1

answer

98

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Pricing of American Deriviatives

american-options no-arbitrage-theory pricing-formulae

Dec 9 '15 at 15:11 Gordon 18.5k

1

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0

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92

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Estimation of Affine Term Structure Model

pricing bond-yields affine-processes

May 6 '16 at 10:15 AlmostSureUser 435

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1

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242

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A clarification on the Heston option pricing formula

option-pricing heston

Mar 16 '16 at 10:12 Quantuple 12.5k

1

vote

1

answer

180

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A simple question on Delta hedging

black-scholes hedging

Feb 29 '16 at 10:44 user9403 1,221

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0

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113

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Hedging American Derivative

american-options replication

Dec 16 '15 at 10:57 AlmostSureUser 435

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