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17 votes
1 answer
1k views

How much can be said about the Greeks without picking a model?

8 votes
3 answers
2k views

What's the intuition behind the transformation of Black-Scholes into Heat equation?

3 votes
1 answer
337 views

How do I learn the stochastic calculus of Poisson processes?

3 votes
0 answers
37 views

Replication of "recovery bond"

2 votes
0 answers
93 views

Bermudan pricing in Black-Scholes

2 votes
1 answer
892 views

Brennan-Schwartz algorithm for pricing American options

1 vote
3 answers
296 views

The ambiguity of the term "duration"

1 vote
0 answers
144 views

The last step of the Longstaff-Schwartz method

1 vote
2 answers
125 views

LIBOR Market Model - tenors?

1 vote
2 answers
310 views

Is a linear hedge sufficient for most purposes?

0 votes
0 answers
57 views

What do you call a growth factor?

0 votes
0 answers
57 views

larger sample weights for larger absolute returns?

0 votes
1 answer
99 views

What is portfolio leverage?