Quantitative Finance
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Daneel Olivaw

Apparently, this user prefers to keep an air of mystery about them.

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  • Europe
  • Member for 5 years
  • 880 profile views
  • Last seen 1 hour ago

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Posts 33
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Top posts (153)

All Questions Answers
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13 Which of the three options is the most valuable? Apr 15 '17
10 delta-hedging is failing Mar 27 '17
10 Does numeraire have to be a tradable asset Jun 4 '18
10 How do we determine the “correct measure”? Feb 24 '20
10 Numeraire correlated to the traded asset Jun 8 '20
9 Intuition for Stock Price Numeraire Drift Jan 2 '20
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
8 Finding arbitrage opportunity Jun 27 '17
8 Option on an Option Oct 15 '20
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