Quantitative Finance
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htd
  • Member for 11 years, 5 months
  • Last seen more than a month ago
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Top posts
All Questions Answers
Score Newest
question
10
How to model natural gas forward price?
Aug 4, 2014
answer
5
How to exploit calendar arbitrage?
Jan 6, 2015
question
4
Shortcomings of generalized Brownian motion for asset price modelling
Nov 26, 2013
question
4
Effect of time to maturity on european put option
Jan 2, 2015
question
3
Gamma is always positive on both put and call
Jan 5, 2015
question
3
Is the Black-Scholes model price a bijection on the interval of static arbitrage free prices
Jul 9, 2015
question
3
Exercise on American call option and dividends
Dec 21, 2014
answer
2
Is this arbitrage?
Aug 10, 2014
question
1
Reference request about stochastic volatility model
May 24, 2014
question
1
Control variate for Heston model
Sep 28, 2013
Top network posts
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86
Easy example why complex numbers are cool
10
Strong Markov property - Durrett
7
Distribution of infinite sum of Poisson distributed r.v.
7
Regarding proof of converse to Girsanovs theorem
7
Ito's formula and Taylor expansions for jumps processes.

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