We changed our privacy policy. Read more.
Quantitative Finance
Daneel Olivaw
  • Europe
  • Member for 5 years, 5 months
Profile Activity
Stats
6,739
reputation
124k
reached
143
answers
20
questions
About
Apparently, this user prefers to keep an air of mystery about them.

Communities (12)

Top Meta Posts
0
1

Top network posts

2
gold badges
17
silver badges
47
bronze badges
View all badges

Top tags (168)

Score 104
Posts 27
Posts % 17
Score 101
Posts 34
Score 83
Posts 27
Score 59
Posts 10
Score 58
Posts 16
Score 46
Posts 13
View all tags →

Top posts (163)

All Questions Answers
Votes Newest
14 Which of the three options is the most valuable? Apr 15 '17
13 Why do we need to split market and default information into 2 separate filtrations? May 25
13 delta-hedging is failing Mar 27 '17
12 How do we determine the "correct measure"? Feb 24 '20
11 Intuition for Stock Price Numeraire Drift Jan 2 '20
11 Numeraire correlated to the traded asset Jun 8 '20
11 Does numeraire have to be a tradable asset Jun 4 '18
11 Mark Joshi's book - quant interview questions Jun 7
9 How to get set the theta function in the Hull-White model to replicate the current yield curve Mar 12 '18
8 Merton's jump diffusion Oct 8 '17
View all questions and answers →

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.