Quantitative Finance
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jthg's user avatar
jthg's user avatar
jthg
  • Member for 5 years, 6 months
  • Last seen more than 1 year ago
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Top posts
All Questions Answers
Score Newest
answer
8
Black Scholes and the Log Normal Distribution
May 11, 2018
answer
6
Efficient frontier doesn't look good
Feb 22, 2019
answer
6
List of packages in R for options pricing?
May 10, 2018
question
4
Can the vega of ITM call-options be negative when the distribution of the underlyings returns is negatively skewed?
May 8, 2018
question
2
How to derive and interpret the duration of a call option?
Feb 14, 2019
question
2
How to handle bid-offer spread causing negative estimations of risk-neutral densities from option prices?
Mar 20, 2018
question
1
Wheres is this method/notation of option portfolio payoff design from?
May 24, 2019
answer
1
Relationship between diversification and standard deviation
Feb 19, 2019
Top network posts
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6
How to set bounds for spinal line with axisartist?
5
Intellectual property of computer program of another authors equation?

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