Quantitative Finance
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Michael Mark

PhD candidate

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  • London, United Kingdom
  • linkedin.com/in/…
  • Member for 4 years, 4 months
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  • Last seen Sep 24 at 13:21

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8 What is implied volatility? Jul 27 '16
8 Black Scholes paradox exercise Jul 27 '16
7 How to show that this process is “normally distributed”? Jul 4 '16
6 Estimation of right truncated poisson process Dec 11 '17
5 Martingale property of inhomogenous poisson process Jun 5 '18
5 Uncertain volatility Aug 14 '16
4 Show that the two solutions of the SDE are equivalent Mar 11 '18
3 Where to get historical equity data? Sep 4 '16
3 Marked poisson process vs compounded Nov 17 '17
2 Hawkes process intensity solution Oct 30 '17
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