Quantitative Finance
Daneel Olivaw's user avatar
Daneel Olivaw's user avatar
Daneel Olivaw's user avatar
Daneel Olivaw
  • Member for 7 years, 1 month
  • Last seen this week
  • London, UK
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All Questions Answers
Score Newest
answer
14
Which of the three options is the most valuable?
Apr 15, 2017
question
13
Why do we need to split market and default information into 2 separate filtrations?
May 25, 2021
answer
13
delta-hedging is failing
Mar 27, 2017
answer
13
Does numeraire have to be a tradable asset
Jun 4, 2018
answer
12
How do we determine the "correct measure"?
Feb 24, 2020
answer
12
Mark Joshi's book - quant interview questions
Jun 7, 2021
answer
10
Intuition for Stock Price Numeraire Drift
Jan 2, 2020
answer
10
Numeraire correlated to the traded asset
Jun 8, 2020
answer
9
How to get set the theta function in the Hull-White model to replicate the current yield curve
Mar 12, 2018
answer
8
Finding arbitrage opportunity
Jun 27, 2017
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160
Parameter "stratify" from method "train_test_split" (scikit Learn)
12
Generalization bounds on SVM
7
What is the equation $\mathbb{E}[mR]=1$?

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