Skip to main content
Quantitative Finance
user1559897's user avatar
user1559897's user avatar
user1559897's user avatar
user1559897
  • Member for 8 years, 4 months
  • Last seen more than 4 years ago
Profile Activity
Stats
515
reputation
15k
reached
0
answers
17
questions
Communities
View all
Badges
View all badges
This user doesn’t have any gold badges yet.
4
silver badges
12
bronze badges
Top tags
View all tags
0
Score
6
Posts
35
Posts %
0
Score
3
Posts
18
Posts %
0
Score
3
Posts
18
Posts %
0
Score
2
Posts
12
Posts %
0
Score
2
Posts
12
Posts %
0
Score
2
Posts
12
Posts %
Top posts
View all questions and answers
question
9
What is the numeraire for the real world measure $\mathbb{P}$?
May 15, 2018
question
6
Why is future price process defined to be a martingale under the risk neutral measure?
Aug 6, 2016
question
6
Why does one-factor short-rate model tend to produce parallel shift of the yield curve?
Aug 18, 2016
question
5
Question on Local Volatility
May 7, 2019
question
3
When a hedging portfolio $X$ is used to price an asset $V $ expiring at time $T$, is it required that $X(t) = V(t) $ for all $t\in [0, T]$?
Sep 4, 2016
question
2
What is the replicating portfolio for a zero coupon bond?
Aug 4, 2016
question
2
Question on Realized Vol vs Implied Vol
Jan 20, 2020
question
2
How should I interpret a forward rate?
May 22, 2018
question
1
What is incorrect with the following derivations of forward price?
May 16, 2018
question
1
Why is future price equal to $E^Q[S_T]$?
May 16, 2018
Top network posts
View all network posts
34
How can the regression error term ever be correlated with the explanatory variables?
27
How should I get the shape of a dask dataframe?
17
What is the rationale behind the exponential family of distributions?
16
What is a good book for math students to learn machine learning in depth?
14
Is there a built-in/easy LDU decomposition method in Numpy?