Quantitative Finance
Lisa's user avatar
Lisa's user avatar
Lisa's user avatar
Lisa
Unregistered
  • Member for 5 years, 8 months
  • Last seen more than 5 years ago
Profile Activity
Stats
127
reputation
16k
reached
0
answers
5
questions
Communities
Badges
View all badges
1
gold badge
2
silver badges
7
bronze badges
Top tags
View all tags
0
Score
4
Posts
80
Posts %
0
Score
3
Posts
60
Posts %
0
Score
2
Posts
40
Posts %
0
Score
1
Posts
20
Posts %
0
Score
1
Posts
20
Posts %
0
Score
1
Posts
20
Posts %
Top posts
All Questions Answers
Score Newest
question
4
European Call price for an asset with mean reverting (Vasicek model) dynamics
Mar 24, 2018
question
3
Gamma/delta dynamics in the Black Scholes model and it's relation to PnL (Basic of option theory)
Mar 22, 2018
question
2
Implied Vol skew VS Local Vol skew (as presented by Derman 1995)
Apr 7, 2018
question
2
Change in call price Value as time goes by
Mar 25, 2018
question
1
Bachelier model VS Black Scholes in call option pricing. Why are they so different?
Mar 26, 2018

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.