Quantitative Finance
Magic is in the chain
  • London, UK
  • Member for 3 years, 1 month
Profile Activity
Stats
5,894
reputation
99k
reached
204
answers
0
questions
About

I have a day job, and when I am not working, I help make YouTube videos for the quantpie channel, the purpose of which is to help students and professionals who have introductory knowledge of mathematical finance to advance to the next level. And in between I pop in here to see some amazing questions!

Communities (2)

Top network posts

We respect a laser-like focus on one topic.

1
gold badge
7
silver badges
12
bronze badges
View all badges

Top tags (186)

Score 58
Posts 21
Posts % 10
Score 52
Posts 22
Score 42
Posts 13
Score 39
Posts 14
Score 36
Posts 20
Score 33
Posts 19
View all tags →

Top posts (204)

All Questions Answers
Votes Newest
9 Show that $\frac{\partial c(t))}{\partial \sigma^2 }>0 \text{ if and only if } S(t)<Xe^{-r(r+\frac{1}{2} \sigma^2 )(T-t)}.$ Sep 21 '19
9 More questions about integral of Brownian Motion w.r.t time Oct 23 '19
9 What are the most crucial research areas currently in quantitative finance/interesting subfields? Oct 19 '20
8 Why is volatility skew/smile for long term options flatter compare to short term options? Sep 22 '19
8 Spot/Next and Tom/Next FX forward swaps Oct 8 '18
7 Why isn't this IV calc correct? May 8 '19
6 Itos Lemma Derivation notation Jun 22 '20
6 Proof of Feller condition for CIR square root process. Any reference? Nov 14 '20
5 How can a deep discount bond with a longer time to maturity have a LOWER duration than an otherwise identical bond with a shorter time to maturity? Feb 9
5 Anticipating stochastic integral $\int_0^T W_T dW_t$ Oct 26 '20
View all questions and answers →

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.