Quantitative Finance
actinidia's user avatar
actinidia's user avatar
actinidia's user avatar
actinidia
  • Member for 6 years, 4 months
  • Last seen more than a month ago
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197
reputation
3k
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0
answers
8
questions
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About

Mathematician, computer scientist, and immunologist at MIT.

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Score
4
Posts
50
Posts %
0
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3
Posts
38
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2
Posts
25
Posts %
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2
Posts
25
Posts %
0
Score
2
Posts
25
Posts %
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2
Posts
25
Posts %
Top posts
All Questions Answers
Score Newest
question
6
How do we hedge option vega practically?
Feb 25, 2022
question
4
What's the typical markup on quoted exotics, and what drives this premium?
Aug 29, 2022
question
2
Can I replicate an option with time to expiry $t$ by trading in another with expiry $T > t$?
Sep 1, 2022
question
1
How does one get exposure to stock borrow rates?
Sep 27, 2022
question
1
How does volatility affect price arbitrage?
Aug 12, 2017
question
0
What is the maximum yield that can be received from owning an equity?
Sep 28, 2022
question
0
Practically, are the prices of 0-strike European calls and stock identical?
Sep 23, 2022
question
0
Are risk-free-rate bonds and cash fungible?
Aug 30, 2022

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