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10 Questions

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12

14

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2

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Solution of Merton's Jump-Diffusion SDE

itos-lemma jump merton-model

Apr 4 '16 at 19:46 Quantuple 13k

4

votes

1

answer

2k

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Calibration of Heston model

calibration heston

Apr 11 '16 at 20:39 Kiwiakos 4,042

4

4

votes

1

answer

440

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Simple question on jump-diffusion

stochastic-processes jump merton-model

Apr 8 '16 at 14:11 Quantuple 13k

3

votes

1

answer

269

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Equivalent Definitions of Self-Financing Portfolio

portfolio no-arbitrage-theory self-study

Nov 24 '15 at 14:56 Gordon 19k

2

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2

answers

1k

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Implied Volatility as proxy for instantaneous volatility

implied-volatility local-volatility

Apr 29 '16 at 15:23 Quantuple 13k

2

votes

1

answer

101

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Pricing of American Deriviatives

american-options no-arbitrage-theory pricing-formulae

Dec 9 '15 at 15:11 Gordon 19k

1

vote

0

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96

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Estimation of Affine Term Structure Model

pricing bond-yields affine-processes

May 6 '16 at 10:15 AlmostSureUser 435

1

1

vote

1

answer

249

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A clarification on the Heston option pricing formula

option-pricing heston

Mar 16 '16 at 10:12 Quantuple 13k

1

vote

1

answer

189

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A simple question on Delta hedging

black-scholes hedging

Feb 29 '16 at 10:44 user9403 1,231

0

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0

answers

117

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Hedging American Derivative

american-options replication

Dec 16 '15 at 10:57 AlmostSureUser 435

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