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M00000001
  • Member for 4 years, 7 months
  • Last seen more than 4 years ago
10 votes
5 answers
4k views

Quantitative Finance Interview: Brainteaser Question/Birthday Problem

5 votes
2 answers
930 views

Dynamic Programming: Dynamic Card Game

5 votes
3 answers
175 views

Volatility of Exchange Option

4 votes
1 answer
331 views

Call Option on the Square of a Log-Nomral Asset

3 votes
1 answer
629 views

Price Down and In Barrier Option Using Local Vol and Monte Carlo

3 votes
1 answer
579 views

Boundaries for Call Spread

3 votes
2 answers
1k views

Proof that $\exp(aW(t)-0.5a^2t)$ is a martingale

3 votes
2 answers
330 views

Produce the random variable for an asset from a uniformly distributed random varible

2 votes
1 answer
934 views

How to Take Advantage of Arbitrage Opportunity of Two Options

2 votes
1 answer
511 views

Cannot Understand The Ticket Line Question From Interview Book

2 votes
1 answer
311 views

How To Understand the Drift of ln(S) if S Follows Geometric Brownian Motion

2 votes
1 answer
2k views

Boundary for European Put Option

1 vote
1 answer
201 views

Vanilla Call Option Priced Using Jump Diffusion Model

1 vote
0 answers
166 views

Greeks for Pricing Convertible Bond Using Jump Diffusion Model

1 vote
2 answers
868 views

How to Understand Lognormal Distribution in the Following Case

1 vote
1 answer
1k views

Two Probability Questions from Quantitative Finance Interview Book

1 vote
1 answer
1k views

Why do we perform change of variable for Black Scholes equation

1 vote
1 answer
168 views

Question About Converting Black Scholes Differential Equation to Heat Equation

0 votes
1 answer
2k views

some doubts about answers to ticket line question from interview book

0 votes
0 answers
105 views

Confirm If Risk-Neutral Measure is Unique in My Following Case

0 votes
1 answer
288 views

Question About Negative and Positive Convexity

0 votes
0 answers
134 views

Bond Change in Absolute or Relatively Percentage

0 votes
1 answer
258 views

Generate Random Variable Using Acceptance Rejection Method

0 votes
3 answers
1k views

Future Versus Forward Price When Underlying Asset Price Positively Correlated with Interest Rate