Quantitative Finance
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Matt's user avatar
Matt's user avatar
Matt
  • Member for 3 years, 8 months
  • Last seen this week
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Top posts
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All Questions Answers
Score Newest
question
2
Interesting finding... "Adjusted Kirk's" and "Bjerksund-Stensland" are exactly the same ??? Spread option calculation
Apr 13, 2022
question
1
Finite Differences Vega calculation - confirmation on proper approach
Feb 4, 2022
question
1
Extend basket analytic solution (equal weighted) to a various weight basket, also put formula
Apr 5, 2022
answer
1
Physical commodity trading quantitative risk return model
Jan 21, 2021
answer
1
Do basket options have a closed form valuation formula?
Apr 18, 2022
answer
0
VaR using normal vol vS lognormal
May 4, 2022
answer
0
Efficient method for expanding 1 sim routine to the number of simulations? Brownian Bridge used with multiple underlying assets in a MC simulation,
Oct 25, 2021
answer
0
Quasi Monte Carlo and Brownian bridge (how to combine them)
Nov 20, 2021
answer
0
How to price a futures spread option?
Apr 10, 2022
question
0
Efficient method for expanding 1 sim routine to the number of simulations? Brownian Bridge used with multiple underlying assets in a MC simulation,
Oct 24, 2021
Top network posts
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15
Gauss-Legendre over intervals -x -> infinity: adaptive algorithm to transform weights and nodes efficiently
7
adding character to start of each value in column pandas
7
Adding config modes to Plotly.Py offline - modebar
6
Creating a .mat file of v7.3 in python
5
Matplotlib Candlestick (Intraday) Chart is One Big Blob

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