Quantitative Finance
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math111
  • Member for 4 years, 11 months
  • Last seen more than 2 years ago
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question
4
What is the Brownian motion in the model for the return of a stock price trying to capture?
Jan 20, 2019
question
3
Dependency of an option price on time till expiry
Jan 28, 2019
question
3
What are the underlying events that the random variables map to the real line in the derivation of the Black-Scholes PDE?
Jan 15, 2019
question
0
Why does a higher stock value imply a higher call option value [closed]
Jan 29, 2019
question
0
If the value of a call option is not dependent on the drift of the stock, why does a higher stock price mean a higher call option price [duplicate]
Jan 31, 2019
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Black Bodies and appearing black

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