User Wolfy

7 votes

2 answers

2k views

Does financial math benefit society?

asked Sep 2, 2016 at 0:36

4 votes

1 answer

2k views

How to price and find a replicating portfolio for a call spreads using a two-period binomial model?

asked Mar 15, 2016 at 18:28

4 votes

1 answer

881 views

How to prove we have a $\mathbb{Q}$-Brownian motion?

asked Nov 23, 2016 at 2:42

4 votes

0 answers

132 views

How to find a probability of VIX moving from one price to another

asked Dec 7, 2017 at 20:44

4 votes

1 answer

750 views

Mark Joshi, The concepts and practice of mathematical finance chapter 6 exercise 4

asked Jan 18, 2018 at 18:39

3 votes

1 answer

270 views

Mark Joshi, The concepts and practice of mathematical finance chapter 6 exercise 20,21

asked Jan 21, 2018 at 0:30

3 votes

4 answers

548 views

Mark Joshi Quantitative finance numerical techiniques, writting an algorithm that produces a random variable

asked Jul 6, 2017 at 23:58

3 votes

1 answer

1k views

Volatility Forecasting of VIX

asked Dec 5, 2017 at 5:51

3 votes

1 answer

672 views

Is Black-Scholes complete?

asked Dec 15, 2016 at 16:44

3 votes

1 answer

160 views

Call options and portfolio of the same options worth less?

asked Jan 16, 2016 at 1:42

2 votes

2 answers

411 views

American call and put prices, increasing in maturity

asked Jan 14, 2016 at 21:38

2 votes

2 answers

4k views

Risk-Neutral Probabilities, Trinomial Model

asked Feb 9, 2016 at 23:23

2 votes

1 answer

1k views

Linear combination of Payoffs using Black-Scholes

asked Mar 17, 2016 at 1:09

2 votes

1 answer

172 views

Modeling Financial Assets

asked Feb 3, 2016 at 0:34

2 votes

1 answer

189 views

Value of a perfect hedge

asked Oct 11, 2016 at 19:26

2 votes

1 answer

224 views

Law of One price and the Inconcistent pricing strategy

asked Nov 2, 2016 at 20:51

2 votes

0 answers

177 views

Find the PDE for a function that makes it a martingale

asked Apr 1, 2016 at 0:00

2 votes

1 answer

2k views

Black-Scholes Equation with dividend

asked Apr 3, 2016 at 19:48

2 votes

1 answer

571 views

Pricing of Black-Scholes with dividend

asked Apr 5, 2016 at 0:31

2 votes

1 answer

155 views

Trinomial model converges to Black-Scholes weakly

asked Apr 8, 2016 at 0:36

2 votes

2 answers

748 views

Perpetual American options

asked Apr 22, 2016 at 2:28

2 votes

1 answer

199 views

Use no dominance to show that the price of the call option satisfies the inequality

asked Mar 3, 2016 at 19:36

2 votes

1 answer

875 views

Shall I use the Longstaff and Schwartz method or the forward Monte Carlo method to price an American call?

asked Apr 27, 2017 at 0:46

2 votes

1 answer

393 views

Using crude Monte Carlo

asked Mar 31, 2017 at 22:04

2 votes

1 answer

914 views

Black-Scholes evaluating the squared of the stock price

asked Dec 15, 2016 at 16:38

2 votes

1 answer

327 views

Mark Joshi, Chapter 5 Problem 2 of The concepts and practice of mathematical finance

asked Jan 5, 2018 at 0:20

2 votes

1 answer

132 views

4-point Trapezium rule for numerical integration

asked Feb 1, 2018 at 19:09

2 votes

1 answer

183 views

Finding the process of $X/Y$

asked Apr 11, 2018 at 17:01

2 votes

1 answer

346 views

Forward Start Spread Options

asked May 12, 2019 at 21:23

1 vote

1 answer

102 views

Finding the extrinsic value of an option with conditions

asked May 16, 2019 at 13:22

Stack Exchange Network

75 Questions

Does financial math benefit society?

How to price and find a replicating portfolio for a call spreads using a two-period binomial model?

How to prove we have a $\mathbb{Q}$-Brownian motion?

How to find a probability of VIX moving from one price to another

Mark Joshi, The concepts and practice of mathematical finance chapter 6 exercise 4

Mark Joshi, The concepts and practice of mathematical finance chapter 6 exercise 20,21

Mark Joshi Quantitative finance numerical techiniques, writting an algorithm that produces a random variable

Volatility Forecasting of VIX

Is Black-Scholes complete?

Call options and portfolio of the same options worth less?

American call and put prices, increasing in maturity

Risk-Neutral Probabilities, Trinomial Model

Linear combination of Payoffs using Black-Scholes

Modeling Financial Assets

Value of a perfect hedge

Law of One price and the Inconcistent pricing strategy

Find the PDE for a function that makes it a martingale

Black-Scholes Equation with dividend

Pricing of Black-Scholes with dividend

Trinomial model converges to Black-Scholes weakly

Perpetual American options

Use no dominance to show that the price of the call option satisfies the inequality

Shall I use the Longstaff and Schwartz method or the forward Monte Carlo method to price an American call?

Using crude Monte Carlo

Black-Scholes evaluating the squared of the stock price

Mark Joshi, Chapter 5 Problem 2 of The concepts and practice of mathematical finance

4-point Trapezium rule for numerical integration

Finding the process of $X/Y$

Forward Start Spread Options

Finding the extrinsic value of an option with conditions