Quantitative Finance
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wsw

Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 6 years, 8 months
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  • Last seen Jun 1 at 15:42

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Top posts (31) All Questions Answers | Votes Newest

9 Why is this stochastic integral a martingale? Dec 8 '14
8 Recommendations for books to understand the math in quantitative finance papers? Nov 29 '12
8 how to derive yield curve from interest rate swap? May 11 '13
6 What is the average stock price under the Bachelier model? Dec 8 '12
5 How to implement a long-term trade on oil? Mar 4 '13
4 Integration of stochastic total derivative Oct 4 '13
4 How to create a Stochastic Process through pre specified points? Oct 31 '12
3 Is R being replaced by Python at quant desks? Aug 13 '15
3 Swap Rate vs Par Rate Oct 21 '15
3 In Black-Scholes, why is $\log{\frac{S_{t+\triangle t}}{S_t}} \sim \phi{((\mu - \frac{1}{2}\sigma^2)\triangle t, \sigma^2 \triangle t)}$? May 1 '13
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