Idonknow

Member for 4 years, 7 months
Last seen more than a month ago

Singapore

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Why is Brownian motion useful in finance?

Dec 8, 2019

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

How to adjust delta hedging if stock price decreases?

Sep 21, 2019

Assumptions in using risk-neutral pricing formula

Dec 4, 2019

Explain that gamma is positive for standard call and put options without using heavy mathematics

Sep 21, 2019

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Ito isometry and the covariance of an Ito process

Dec 7, 2019

Price American call equal to price European call (non-dividend-paying stock)

Dec 11, 2019

Pricing Options and Computing Implied Volatilities using Neural Networks, strange shape of a graph

Jun 13, 2020

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