Quantitative Finance
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Joanna's user avatar
Joanna
  • Member for 7 years
  • Last seen more than a month ago
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12
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29
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10
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All Questions Answers
Score Newest
question
10
How to compute $E[W(T)\exp(W(T)]$
Aug 13, 2021
question
7
How to use a stochastic volatility model to price a quanto option
Dec 19, 2016
question
6
Which volatilities should I use for Quanto Options?
Nov 24, 2016
question
5
Closed formula for computing Implied Volatility from Local Volatility function
Mar 2, 2022
question
5
Book/reference to practice stochastic calculus and PDE for interviews
Apr 21
question
3
Derivation of static replication formula
Sep 6, 2021
question
3
Impact of Discrete and linear dividends on Local Volatility model
Sep 10, 2021
question
3
Correlation Spot Vol - when is it important?
Sep 16, 2021
question
2
Common Quanto adjustment
Jul 12, 2017
question
2
Instantaneous Volatility Estimator
Jul 26, 2017

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