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Quantitative Finance
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Soumirai's user avatar
Soumirai's user avatar
Soumirai
  • Member for 6 years, 6 months
  • Last seen more than a week ago
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674
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20
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1
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20
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8
Posts
38
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11
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2
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10
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10
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4
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19
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9
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6
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29
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7
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10
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10
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Top posts
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6
Hedging strategy for payoff $\int_0^T\log S_u\mathrm{d}u$
Dec 28, 2020
answer
5
Put-Call Parity with dividends
Jan 2, 2021
answer
5
How to gamma hedge and vega hedge an autocallable product?
Dec 23, 2020
answer
3
Black Scholes price of exotic claim
Dec 24, 2020
answer
3
Calculating portfolio log returns
Dec 16, 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
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?