Quantitative Finance
alexprice's user avatar
alexprice's user avatar
alexprice's user avatar
alexprice
  • Member for 7 years, 2 months
  • Last seen more than a month ago
  • London, United Kingdom
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13
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19
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4
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15
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10
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11
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8
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3
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11
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7
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Top posts
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All Questions Answers
Score Newest
answer
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
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
Proof that adding some quantity of stocks in a portfolio of option does not change the portfolio Gamma
Dec 27, 2019
answer
3
Risk Neutral Pricing and the Drift
Dec 31, 2019
answer
3
Black Scholes in Practice: Delta Hedging
Dec 26, 2016
Top network posts
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9
Add multiple empty columns to pandas DataFrame
6
Imbalanced dataset with 3 classes xgboost scale_pos_weight parameter

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