Quantitative Finance
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Magic is in the chain

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!

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  • London, UK
  • Member for 2 years, 1 month
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  • Last seen 6 hours ago

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8 More questions about integral of Brownian Motion w.r.t time Oct 23 '19
7 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
6 Why is volatility skew/smile for long term options flatter compare to short term options? Sep 22 '19
6 Why isn't this IV calc correct? May 8 '19
6 Itos Lemma Derivation notation Jun 22
5 The most general conditions under which Ito lemma holds Jun 18
5 Discretization of Wiener process Nov 22 '19
5 Cannot Understand The Ticket Line Question From Interview Book Nov 14 '19
5 How to calculate necessary gain to compensate a loss in a financial transaction? Jun 14 '19
5 Annualized actual probability Oct 18 '18
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