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 1 year, 7 months
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  • Last seen 9 hours ago

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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
7 More questions about integral of Brownian Motion w.r.t time Oct 23 '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
5 How to calculate necessary gain to compensate a loss in a financial transaction? Jun 14 '19
5 Annualized actual probability Oct 18 '18
5 Differential of integrating factor $d(e^{at}r_t)$ in Vasicek model Oct 24 '18
5 Log of square of Geometric Brownian Motion Apr 25 '19
5 Discretization of Wiener process Nov 22 '19
5 Cannot Understand The Ticket Line Question From Interview Book Nov 14 '19
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