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Quantitative Finance
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A.Oreo
  • Member for 7 years, 7 months
  • Last seen more than 3 years ago
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question
8
Refer some most recent books of derivatives pricing by C++
Nov 1, 2017
question
7
Black-Scholes formula for Poisson jumps
May 6, 2017
question
6
Principal Component Analysis of yield curve change
Nov 11, 2017
question
5
How to understand the no call or put spread arbitrage condition
Nov 2, 2017
question
5
Pricing the Passport option
Jun 11, 2017
question
4
How to understand the compatibility between the discrete and continuous dividend payments
Aug 13, 2017
question
4
How to price up-out-call by solving heat equation like down-out-call
Mar 1, 2017
question
4
use Monte Carlo or FDM to price Basket option
Nov 16, 2017
question
4
The relation between coupon and convexity
Nov 25, 2017
question
3
Hull White and HJM model not Markov
Nov 20, 2017
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13
Simple flowchart in latex