Quantitative Finance
AlexAbrahams's user avatar
AlexAbrahams's user avatar
AlexAbrahams's user avatar
AlexAbrahams
  • Member for 6 years
  • Last seen more than 1 year ago
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Top posts
All Questions Answers
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question
4
Why is there a difference in American option prices when comparing pricing methods (Python)?
Mar 9, 2018
answer
3
Show a process is Martingale
Mar 4, 2018
answer
3
Getting a list of all trading days?
Feb 11, 2019
answer
2
Summer Schools in Quantitative Finance
Jul 5, 2018
question
1
Pricing a double barrier option using Monte Carlo (C++ & Python code included)
Feb 21, 2018
answer
1
Calibration of Heston version of CIR
Mar 5, 2018
question
1
Pricing an option with sparse data, high underlying volatility and returns
Jun 13, 2018
question
1
Swing option pricing in QuantLib-Python
Aug 29, 2018
answer
1
What is the probability of two independent OU processes being above barriers at the same time?
Mar 2, 2018

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