Quantitative Finance
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Crushh's user avatar
Crushh's user avatar
Crushh
  • Member for 4 years, 3 months
  • Last seen more than 1 year ago
  • Malaysia
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33
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4
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2
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33
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4
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17
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4
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1
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17
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2
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17
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1
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50
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All Questions Answers
Score Newest
question
8
Why do we fit volatility surfaces implied from a option pricing model to the empirical data?
Aug 29, 2019
answer
4
Show that $Ae^{rt}$ is a solution of the Black-Scholes equation. Why should this be so?
Dec 16, 2019
answer
2
How comprehensively do actuarial exams cover quantitative finance?
Apr 9, 2020
question
1
What's the point of having an accurate option pricing model?
Jan 6, 2020
answer
1
Local volatility and Stochastic Volatility
Oct 6, 2019
question
0
Anyone working on rough volatility modelling? Need relevant books to read
Dec 16, 2019

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