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quallenjäger's user avatar
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quallenjäger
  • Member for 7 years, 5 months
  • Last seen more than a month ago
  • London, Vereinigtes Königreich
4 votes
1 answer
802 views

Finite Difference Method for Black-Scholes-Formula

4 votes
1 answer
222 views

Question on Rockafellar's Paper for optimisation of CVaR

4 votes
1 answer
702 views

Confidence Interval on Monte-Carlo-CVaR

4 votes
0 answers
791 views

How to price the american options using local volatility

3 votes
0 answers
133 views

Uniqueness of the Hedging strategy

3 votes
2 answers
264 views

Bond Valuation and liquidity

3 votes
1 answer
252 views

Optimisation with strong correlated Assets

2 votes
0 answers
258 views

Optimisation problem with bid-ask spread

2 votes
0 answers
475 views

Trinomial Tree and finite difference methods

2 votes
0 answers
128 views

Why is utility concave?

1 vote
0 answers
156 views

optimizing the expected utility

0 votes
0 answers
188 views

Finite Difference Method for Black-Scholes differential equation

0 votes
1 answer
487 views

Euler discretization

0 votes
1 answer
561 views

Euler discretisation error for stochastic volatility model

0 votes
0 answers
46 views

Cash flow of longevity Bonds

0 votes
1 answer
872 views

Yield curve and bid ask spread