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Question Anxiety
  • Member for 5 years, 5 months
  • Last seen more than a month ago
  • Switzerland
4 votes
2 answers
391 views

Random Walk with normal increments and n time periods why is the increment $\sqrt{(t/n)}$?

3 votes
1 answer
470 views

Simulating Bid-Ask Spreads

2 votes
2 answers
190 views

Itos Lemma Derivation notation

2 votes
1 answer
95 views

Risk neutrality coherence with risk aversion

2 votes
0 answers
138 views

Milstein discretization of the CIR process

1 vote
2 answers
294 views

Heston Model and antithetic variables

1 vote
1 answer
170 views

Measuring Hedge Effectiveness

1 vote
0 answers
35 views

Lognormal asymmetry implication on Value at Risk

1 vote
1 answer
132 views

Why can derivatives be viewed as a portfolio of the underlying and the riskless asset?

1 vote
1 answer
1k views

Covariance, stochastic discount factor (SDF) and risk aversion

0 votes
0 answers
150 views

Implementing a replicating strategy from the order book

0 votes
1 answer
112 views

Modelling Power Prices

0 votes
0 answers
103 views

Alternatives to Lognormality for negative Prices