The Stack Overflow podcast is back! Listen to an interview with our new CEO.
Quantitative Finance
Meta user
Network profile
415
reputation
4
15

oliversm

Scientist at Oxford university.

18
answers
1
question
~6k
people reached
  • Oxford, United Kingdom
  • Member for 3 years, 4 months
  • 39 profile views
  • Last seen Oct 10 at 15:29

Communities (52)

Top network posts

Top tags (30)

Score 11
Posts 8
Posts % 42
Score 10
Posts 3
Score 7
Posts 4
Score 5
Posts 1
Score 4
Posts 2
Score 3
Posts 1
View all tags →

Top posts (19) All Questions Answers | Votes Newest

5 Is it possible that under Black-Scholes: $\ln S_{T} \sim N \left ( \ln S_t - \frac{1}{2}\sigma^2(T-t), \sigma^2(T-t) \right )$ Jun 4 '16
3 Quantum Mechanics and Economics… What Jun 8 '16
3 What's the explanation for the formula for the volatility of a stock / volatility of the continuously compounded return of a stock? Jun 4 '16
3 Choice of time increment in Monte Carlo/ Geometric Brownian Motion (GBM) stock price prediction Jun 9 '16
3 Advantage of solving the Fokker-Planck equation over Monte-Carlo simulations Aug 23 '18
2 Solution for american perpetual put Jun 9 '16
2 Optimal number of iterations for quasi-Monte Carlo Aug 23 '18
1 Accuracy of Euler Monte Carlo discretization without knowing exact solution? Sep 6
1 Monte Carlo simulations in Python using quasi random standard normal numbers using sobol sequences gives erroneous values Sep 6
1 Number of mortgages in a MBS Jun 3 '16
View all questions and answers →

Badges (19)

Gold

—

Silver

4

Rarest

Bronze

15

Rarest

View all badges →