Quantitative Finance
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mathjacks
  • Member for 11 years, 3 months
  • Last seen more than 7 years ago
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6
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33
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1
Posts
17
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17
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17
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Top posts
All Questions Answers
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question
11
What does the cointegration coefficient represent in pairs trading when cointegrating log stock prices?
Aug 15, 2015
question
8
Prove or disprove "If at least 10% of an option's value is time value, it has a delta less than 90"
Aug 16, 2012
question
3
How can I show that $u=e^{\sigma\sqrt{\Delta t}}$ in the binomial option pricing model
Mar 19, 2014
question
1
Can one use the Greeks (delta,gamma,theta) to show that the Black-Scholes call formula satisfies the Black-Scholes PDE?
Apr 30, 2014
question
1
Derive instantaneous forward rate
May 17, 2014
question
1
How to derive equivalent martingale measure using Ito's Lemma
May 17, 2014
Top network posts
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15
Let $z_1$, $z_2$ and $z_3$ be complex vertices of an equilateral triangle. Show $z_1^2 + z_2^2 + z_3^2 = z_1 z_2 + z_2 z_3 + z_3 z_1$.
9
Describe the Riemann surface for $w=z^2-1$.
8
Let $A$ be an $n \times n$ matrix over $\mathbb{C}$ or $\mathbb{R}$. Does $\det(e^A) = e^{\mathrm{tr}(A)}$ always hold?
7
Find sequence of differentiable functions $f_n$ on $\mathbb{R}$ that converge uniformly, but $f'_n$ converges only pointwise
7
Compute $\lim_{x \to 0} \frac{\sin(x)+\cos(x)-e^x}{\log(1+x^2)}$.

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