Quantitative Finance
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Borun Chowdhury

Theoretical and computational physics with interests in quantum gravity, cosmology and astrophysics. Hacker and machine learning enthusiast.

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  • Geneva, Switzerland
  • borundev
  • Member for 3 years, 6 months
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  • Last seen Jul 3 at 12:40

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Top posts (14) All Questions Answers | Votes Newest

4 Square of Wiener process May 24 '16
4 Why is market cap used to value equity instead of a self consistent solution? Mar 1 '18
3 Intergral of Brownian motion w.r.t. Brownian motion Mar 23 '16
3 Vanila Option self financing under Stock as numeraire Dec 15 '17
3 Deriving Black Scholes PDE under stock as a numeraire Mar 13 '16
3 Valuing equity of a firm using WACC gives incorrect results Feb 14 '18
2 Counting random paths Apr 7 '16
2 Vanila Option self financing under Stock as numeraire Dec 16 '17
1 Why is PV(tax shield) calculated using cost of debt capital for discounting? Jan 26 '18
1 ESG score for shorted stocks and for long-short portfolio Nov 25 '18
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