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Quantitative Finance
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alexprice's user avatar
alexprice's user avatar
alexprice
  • Member for 8 years, 11 months
  • Last seen more than 1 year ago
  • London, United Kingdom
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5
Why is it useless to model stochastic volatility when pricing Vanilla style derivatives?
Jan 4, 2019
answer
5
how to I get the statistical significance of a backtested result
Jan 3, 2020
answer
4
Is there any way to check my delta hedging is implemented correctly?
Jun 6, 2020
answer
4
How to do simultaneous dual curve bootstrapping?
Jun 6, 2020
answer
4
How to calibrate models with unbounded parameter space
Jul 16, 2020
answer
3
Why are my Neural Network predictions “correct”, but offset from true value? Not using any past lagged values
Jun 30, 2020
answer
3
What is the point of volatility curve fitting?
Jul 1, 2020
answer
3
Find a formula for the price of a derivative paying $\max(S_T(S_T-K),0)$
Jul 6, 2020
answer
3
Black Scholes in Practice: Delta Hedging
Dec 26, 2016
answer
3
Proof that adding some quantity of stocks in a portfolio of option does not change the portfolio Gamma
Dec 27, 2019
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9
Add multiple empty columns to pandas DataFrame
6
Imbalanced dataset with 3 classes xgboost scale_pos_weight parameter