Quantitative Finance
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arni
  • Member for 6 years, 9 months
  • Last seen more than a month ago
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Top posts
All Questions Answers
Score Newest
question
17
Why is realized volatility typically lower than implied volatility?
Mar 18, 2017
question
13
Risk-neutral vs. physical measures: Real-world example
Aug 19, 2017
question
5
Multi-period portfolio allocation: Time-inconsistent approach
Mar 5, 2019
question
3
Continuation value in Longstaff-Schwartz: Why the expected value?
Apr 19
question
3
Long term career trajectories of quants [closed]
Aug 18, 2017
question
2
How to compute delta and delta-hedge in practice?
Mar 7, 2017
question
1
Short-rate models: Risk-premium of $T$-bonds
Aug 19, 2017
question
1
Change-of-measure: Dynamics of $\log(S_t)$ with $S_t$ as numeraire [duplicate]
Aug 29, 2017
question
1
Negative correlation between interest rates and credit spreads - Why?
Oct 10, 2017
question
0
Suboptimality bias in least squares Monte Carlo for American options
Nov 12, 2021
Top network posts
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7
Leaving an assistant professorship for industry in late thirties
5
Find the expected value of $F(X+a)$ where $X\sim\mathcal{N}(0,1)$ with CDF $F$

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