Quantitative Finance
Magic is in the chain
  • Member for 3 years, 5 months
  • Last seen this week
  • London, UK
Profile Activity
Stats
5,984
reputation
107k
reached
205
answers
0
questions
Communities
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!

Badges
View all badges
1
gold badge
7
silver badges
12
bronze badges
Top tags
View all tags
58
Score
21
Posts
10
Posts %
52
Score
22
Posts
11
Posts %
43
Score
13
Posts
6
Posts %
39
Score
14
Posts
7
Posts %
36
Score
20
Posts
10
Posts %
33
Score
19
Posts
9
Posts %
Top posts
View all questions and answers
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 '21
5
Anticipating stochastic integral $\int_0^T W_T dW_t$
Oct 26 '20

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.