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Kevin's user avatar
Kevin's user avatar
Kevin
  • Member for 4 years, 11 months
  • Last seen this week
37 votes

Explaining the Risk Neutral Measure

25 votes

Why are there no papers about stock prediction with machine learning in leading financial journals?

24 votes
Accepted

Which process is the most commonly used for modeling stock prices?

18 votes

What are the recent quantitative finance papers we should all read?

18 votes
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Why is Brownian motion useful in finance?

17 votes
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Term structure of Equity returns

16 votes
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Most complete list of investment mistakes in stock markets

16 votes
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From VG and NIG processes to GBM

16 votes
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Find a formula for the price of a derivative paying $\max(S_T(S_T-K),0)$

16 votes

Why is asset volatility easier to estimate than the asset mean if it contains the mean?

16 votes
Accepted

What is the connection between the risk neutral implied density and the real world density?

15 votes
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Where can I find a clear explanation (brief derivation) of N(d1) and N(d2)?

15 votes
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Path-dependent options valuation

13 votes

Do markets really follow a random walk or is this idea outdated?

13 votes
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Clarification on Deriving Ito's Lemma

13 votes
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Is market price of risk always negative?

12 votes
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Hyperbolic and Elliptic PDEs in Quant Finance

12 votes

Heston stochastic volatility, Girsanov theorem

12 votes

Asset pricing textbooks

11 votes
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Delta of an option under Heston model

11 votes
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Expectation of $\int_0^t \frac{1}{1+W_s^2} \text dW_s$

10 votes
Accepted

Anyone has detailed explanation on how to use epstein-zin preferences in asset pricing models

10 votes
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Deriving the solution for European call option in the Heston Model

10 votes

Why aren't american put options martingales?

10 votes
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How to simulate Levy processes

10 votes
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List: Behavioural characteristics of key Ito processes used in finance

10 votes
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Periodic functions when determining No Arbitrage price

10 votes
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What is a Brownian motion "under the risk-neutral measure"?

10 votes

Why do we need the self-financing assumption in risk-neutral pricing?

10 votes
Accepted

Different volatility surface ( Local vol, Stochastic vol etc.)

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