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Quantitative Finance
quallenjäger's user avatar
quallenjäger's user avatar
quallenjäger's user avatar
quallenjäger
  • Member for 7 years, 11 months
  • Last seen more than a month ago
  • London, Vereinigtes Königreich
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522
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12k
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4
answers
16
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10
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4
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20
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15
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2
Score
2
Posts
10
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1
Score
4
Posts
20
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3
Posts
15
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Top posts
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question
4
Finite Difference Method for Black-Scholes-Formula
Apr 27, 2017
question
4
Question on Rockafellar's Paper for optimisation of CVaR
Jun 7, 2017
question
4
Confidence Interval on Monte-Carlo-CVaR
Jul 3, 2017
question
4
How to price the american options using local volatility
Jun 6, 2019
question
3
Bond Valuation and liquidity
May 7, 2017
question
3
Optimisation with strong correlated Assets
Jun 8, 2017
question
3
Uniqueness of the Hedging strategy
Mar 15, 2019
answer
3
Girsanov Theorem application to Geometric Brownian Motion
Mar 30, 2017
answer
2
Stochastic Calculus Rescale Exercise
Dec 25, 2016
answer
2
Black Scholes in Practice: Delta Hedging
Dec 25, 2016
Top network posts
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6
Riesz representation for bounded function and continuous functional
6
Left invariant vector field induces constant components
6
Stopped $L^2$ - martingale is again $L^2$ integrable
6
Tensor norms on infinite Banach space
5
Debut-Theorem and its proof