Quantitative Finance
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oliversm

Scientific researcher and quantitative developer at Citadel Securities.

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9 Pre-requisite math books, to the pre-requisite math needed to become a front desk quant May 29 '20
8 Difference between $W_t$ and $X_t= \sqrt{t}Z$ Apr 24 '20
6 Quantitative finance for physicists Jun 3 '20
6 Improve Finite Difference Scheme Jun 26 '20
6 Why is $S(t) = e^{\alpha + \beta t + \sigma W(t)}$ used as a model for prices? Apr 15 '20
6 A stochastic differential equation Feb 25
5 Correct Monte Carlo simulation of local volatility models Feb 18
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
5 Quantum Mechanics and Economics… What Jun 8 '16
4 Choice of time increment in Monte Carlo/ Geometric Brownian Motion (GBM) stock price prediction Jun 9 '16
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