User spaceisdarkgreen - Quantitative Finance Stack Exchange

spaceisdarkgreen

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11 Answers

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7 votes

How to price this option?

answered Oct 3, 2017 at 0:08

6 votes

Accepted

Change-of-measure: Dynamics of $\log(S_t)$ with $S_t$ as numeraire

answered Aug 29, 2017 at 1:11

4 votes

Accepted

Put-Call Parity on Currency and Binomial Trees

answered Sep 21, 2017 at 2:02

4 votes

Why risk neutral probabilities should be strictly greater than zero for no arbitrage condition?

answered Sep 21, 2017 at 22:26

4 votes

Accepted

Pricing for an Odd Type of Asset or Nothing Option

answered Sep 28, 2017 at 3:18

3 votes

Accepted

What does rolling a CDS entail?

answered Sep 21, 2017 at 2:34

2 votes

Positive PnL with long volatility strategy

answered Sep 25, 2017 at 22:47

2 votes

Accepted

Short-rate models: Risk-premium of $T$-bonds

answered Aug 29, 2017 at 1:52

2 votes

Can a Kelly Criterion Percent be very high?

answered Sep 20, 2017 at 16:31

1 vote

Accepted

minimum variance hedge with stochastic processes

answered Sep 3, 2017 at 0:06

1 vote

ITM call delta when T increases

answered Sep 14, 2017 at 4:47