Quantitative Finance
airguru's user avatar
airguru's user avatar
airguru's user avatar
airguru
  • Member for 10 years, 11 months
  • Last seen more than a month ago
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Top posts
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All Questions Answers
Score Newest
answer
16
Volatility arbitrage - how is the profit extracted?
Apr 24, 2014
question
12
How to transform process to risk-neutral measure for Monte Carlo option pricing?
Oct 17, 2012
answer
10
Why Drifts are not in the Black Scholes Formula
Jun 24, 2013
answer
3
Delta Neutral / Gamma Neutral Positions
Mar 5, 2014
answer
3
What kind of front end/ gui is used with trading applications?
Sep 1, 2014
answer
3
Does it make sense to use upward and downward volatility in option pricing?
Nov 26, 2014
answer
2
Can a null be inconclusive?
Jan 5, 2015
answer
2
How to change to risk neutral measure in a mean reversion process?
Dec 8, 2015
answer
1
put call parity for futures options derivation in Hull
Oct 1, 2015
answer
1
Options with a stochastic strike
Apr 1, 2014

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