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Quantitative Finance
NN2's user avatar
NN2's user avatar
NN2's user avatar
NN2
  • Member for 6 years, 8 months
  • Last seen this week
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16
answers
4
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16
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45
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10
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20
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7
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15
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Top posts
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All Questions Answers
Score Newest
question
4
Strategy of replicating a portfolio with payoff $\int_0^T \frac{dS_t}{S_t}$
Mar 6, 2021
answer
4
Pricing Call Option on Coupon Bond under Vasicek
Mar 6, 2021
answer
4
How to compute the Present Value of this path-dependent option?
Jun 4, 2021
answer
4
If returns are correlated, are Sharpe ratios correlated?
Feb 1
answer
4
Estimating the knockout probability of a discretely observed autocall note
Apr 1
answer
3
Affine Structure Resolution for the Vasicek model
Mar 17, 2021
question
3
Initial forward variance curve $\xi_0(t)$ in the Rough Bergomi model
Apr 22, 2021
answer
3
Finding price of the power option
Nov 4, 2019
answer
2
Copula analytic formula for $max(S_T^1 - K, 0) 1_{\{L<S_T^2<U\}}$
Dec 13, 2020
question
2
What are the quantitative models for modelling the SOFR rate, the IR products when Libor rates end [duplicate]
May 21
Top network posts
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14
If $n$ can be expressed as $2x^2+3y^2$ with integers $x$ and $y$, then so can $7n$.
13
Is there a way to use the solution of a polynomial to approximate the solution to a similar polynomial?
11
Closed Form Formula for Nonlinear Recurrence $a_{n+1}=\frac{a_{n}}{2} + \frac{5}{a_{n}}$
10
What's $x^n = n!$ approximately
9
Approximation of integral of gaussian function over a parallelepiped

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