Quantitative Finance
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FunnyBuzer's user avatar
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FunnyBuzer
  • Member for 4 years, 11 months
  • Last seen this week
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All Questions Answers
Score Newest
question
7
Produce volatility smile/skew with G2++ model
Jan 30, 2019
answer
7
CMS Pricing - Convexity Adjustment by Replication
Feb 10, 2019
answer
5
Approximation of CRR as Black Scholes PDE
Mar 6, 2019
answer
4
Vanilla Option Prices from Local Vol Surface (using neither MC nor PDE)
Feb 6, 2019
answer
4
Brownian Motions theorems
Jun 3, 2019
answer
4
Simulation of Heston model, best reference?
Oct 22, 2020
question
4
Zero-rebate barrier option pricing under the Heston model
Feb 5, 2019
question
3
Prove the Markov property for the stochastic process $Y^x_t$
May 12, 2018
question
3
Fair value of a binary cash-or-nothing option with a barrier
Jan 8, 2019
answer
3
Why is it useless to model stochastic volatility when pricing Vanilla style derivatives?
Feb 5, 2019

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