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Quantitative Finance
Daneel Olivaw's user avatar
Daneel Olivaw's user avatar
Daneel Olivaw's user avatar
Daneel Olivaw
  • Member for 8 years, 4 months
  • Last seen this week
  • London, UK
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answer
15
delta-hedging is failing
Mar 27, 2017
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
Does numeraire have to be a tradable asset
Jun 4, 2018
answer
12
Mark Joshi's book - quant interview questions
Jun 7, 2021
answer
12
How do we determine the "correct measure"?
Feb 24, 2020
answer
11
Volatility adjustment for SOFR/OIS caplet referencing LIBOR vol
Jun 4, 2021
answer
11
Simple example of a funding valuation adjustment?
Sep 10, 2017
answer
10
Numeraire correlated to the traded asset
Jun 8, 2020
answer
10
Intuition for Stock Price Numeraire Drift
Jan 2, 2020
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Parameter "stratify" from method "train_test_split" (scikit Learn)
12
Generalization bounds on SVM
8
Excel: creating an array with n times a constant