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AdB's user avatar
AdB's user avatar
AdB
  • Member for 7 years, 2 months
  • Last seen more than 2 years ago
  • Copenhagen, Denmark
6 votes

Reference books for interest rates modeling?

5 votes

When a stochastic volatility model is calibrated?

4 votes

Swaption annuity factor

3 votes

Strategy for implied volatility

3 votes
Accepted

What happens in the binomial model if the real-world probability is $0$

3 votes

VaR equivalent volatility meaning

2 votes
Accepted

Formula in Markowitz Optimization Problem (without riskless asset)

2 votes

Black Scholes- Options and OIS

2 votes
Accepted

Relationship between CML and SML

2 votes

Is it possible to model path-dependent clauses using finite difference methods?

2 votes

Positive convexity swaptions

1 vote

What are the benefits of publishing papers in mathematical finance/trading?

1 vote
Accepted

Why should we use log returns? Log normality

1 vote

Strategy if dividend is lower than expected

1 vote
Accepted

Papers on synthetic options

1 vote
Accepted

Annualising standard deviation (monthly, quarterly data)

1 vote

Construct a portfolio of European call options with a certain payoff function

1 vote

Efficient Frontier Graph

1 vote

Is there a straightforward way to get a "family tree" for a stock?

1 vote

How would you do valuation of a bear put spread?

1 vote
Accepted

Vasicek and Extended Vasicek Model

1 vote
Accepted

Looking for a Book

0 votes

Short position returns with negative NAV