Quantitative Finance
Soumirai's user avatar
Soumirai's user avatar
Soumirai's user avatar
Soumirai
  • Member for 5 years, 7 months
  • Last seen more than 1 year ago
Profile Activity
Stats
624
reputation
32k
reached
16
answers
0
questions
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4
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20
Score
8
Posts
50
Posts %
11
Score
2
Posts
12
Posts %
9
Score
5
Posts
31
Posts %
9
Score
3
Posts
19
Posts %
7
Score
2
Posts
12
Posts %
5
Score
3
Posts
19
Posts %
Top posts
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All Questions Answers
Score Newest
answer
6
Hedging strategy for payoff $\int_0^T\log S_u\mathrm{d}u$
Dec 28, 2020
answer
5
How to gamma hedge and vega hedge an autocallable product?
Dec 23, 2020
answer
5
Put-Call Parity with dividends
Jan 2, 2021
answer
3
Black Scholes price of exotic claim
Dec 24, 2020
answer
3
Relationship between time decay and gamma
Dec 30, 2020
answer
3
Rolling to a non-front month future contract?
Dec 30, 2020
answer
3
Calculating portfolio log returns
Dec 16, 2020
answer
2
options on futures
Dec 19, 2020
answer
2
Spot-Forward Relationship - Proof
Feb 25, 2018
answer
2
Pricing of Asian-like option
Dec 23, 2020
Top network posts
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5
Feature scaling worsens performance?

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