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 3 years, 2 months
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  • Last seen Apr 16 at 8:09

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6 Strategy for implied volatility Apr 2 '19
3 Binomial Trees vs FDM Feb 25 '19
3 Why is it more accurate to simulate ln(S) rather than S? Feb 25 '19
3 Expectation in a stochastic differential equation Mar 31 '19
3 When should we delta hedge? Apr 29 '19
3 Antithetic sampling Monte Carlo Jun 24 '19
2 Sum of relative weights in portfolio equal to 0 Aug 19 '19
2 Vega for long long-term ATM call and short short-term ATM call Apr 4 '19
1 Risk-free rate in the Sharpe ratio Sep 3 '19
1 Mortgage securities prepayment speed and YTM Sep 29 '19
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