Quantitative Finance
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Paul's user avatar
Paul's user avatar
Paul
  • Member for 10 years, 11 months
  • Last seen more than a month ago
  • Paris, France
Profile Activity
Stats
608
reputation
23k
reached
4
answers
15
questions
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18
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5
Score
9
Posts
47
Posts %
2
Score
4
Posts
21
Posts %
2
Score
2
Posts
11
Posts %
1
Score
5
Posts
26
Posts %
1
Score
3
Posts
16
Posts %
1
Score
2
Posts
11
Posts %
Top posts
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All Questions Answers
Score Newest
question
16
Gamma vs. Volatility Risk
Apr 8, 2013
question
8
Non-arbitrage theory and existence of a risk premium
Apr 8, 2013
question
6
Upper bound concerning Snell envelope
Feb 13, 2013
question
5
Foward-start option pricing
Apr 8, 2013
question
5
A model to stochastic hazard rate and CDS spread term structure
Nov 3, 2014
question
4
Simple question concerning Jump process (Lévy process) model for a risky actif price process [closed]
Jan 30, 2013
question
4
Pricing a bond contract from the yield curve
Sep 12, 2014
question
3
Law of a geometric brownian motion first hitting time (formula dont match Monte Carlo Simulation)
Sep 30, 2014
question
3
Basket Default Swap (BDS)
Jan 22, 2015
question
2
How to price an exchange option using B&S framework?
Jun 6, 2013
Top network posts
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16
Limit of a Wiener integral
12
The law of absolute value of a standard Brownian motion
9
Very basic doubt about Itô's lemma
8
Law of a geometric brownian motion first hitting time (proof checking)
7
Conceptual difference between strong and weak formulations

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