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, 11 months
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  • Last seen 5 hours ago

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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
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