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Magic is in the chain

Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 9 months
  • 102 profile views
  • Last seen 10 hours ago

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Top posts (79) All Questions Answers | Votes Newest

6 Why isn't this IV calc correct? May 8
5 Annualized actual probability Oct 18 '18
5 Differential of integrating factor $d(e^{at}r_t)$ in Vasicek model Oct 24 '18
4 What is “Lambda” in Heston's original paper on stochastic volatility models? Apr 21
4 Question on Gÿongy' lemma proof Apr 22
4 Log of square of Geometric Brownian Motion Apr 25
4 Spot/Next and Tom/Next FX forward swaps Oct 8 '18
3 Deriving the risk neutral probability with the arrow debreu Price vector Apr 30
3 Mathematical models for personal finance decisions Apr 13
3 Derivatives Trading Jargon Apr 13
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