Quantitative Finance
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Magic is in the chain
  • Member for 3 years, 11 months
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  • London, UK
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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!

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View all questions and answers
All Questions Answers
Score Newest
answer
10
What are the most crucial research areas currently in quantitative finance/interesting subfields?
Oct 19, 2020
answer
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, 2019
answer
9
More questions about integral of Brownian Motion w.r.t time
Oct 23, 2019
answer
8
Why is volatility skew/smile for long term options flatter compare to short term options?
Sep 22, 2019
answer
8
Spot/Next and Tom/Next FX forward swaps
Oct 8, 2018
answer
7
Why isn't this IV calc correct?
May 8, 2019
answer
6
Valuation of repurchase agreement (classic repo)
Oct 11, 2018
answer
6
Itos Lemma Derivation notation
Jun 22, 2020
answer
6
Proof of Feller condition for CIR square root process. Any reference?
Nov 14, 2020
answer
6
Discretization of Wiener process
Nov 22, 2019

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