Quantitative Finance
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Victor

Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 2 years, 5 months
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  • Last seen Aug 21 at 4:34

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Top posts (17) All Questions Answers | Votes Newest

4 Strategy for implied volatility Apr 2
3 Binomial Trees vs FDM Feb 25
3 Why is it more accurate to simulate ln(S) rather than S? Feb 25
3 Expectation in a stochastic differential equation Mar 31
3 When should we delta hedge? Apr 29
3 Antithetic sampling Monte Carlo Jun 24
2 Sum of relative weights in portfolio equal to 0 Aug 19
2 Vega for long long-term ATM call and short short-term ATM call Apr 4
1 Getting Dow Jones 30 components data May 4
1 Proving that YTM > Current Yield on Discount Bond Jun 9
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