Quantitative Finance
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siou0107
  • Member for 2 years, 6 months
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About

Mathematical finance bookworm. Absolute fan of Pr. Paul Wilmott. My favourite topics are probabilities/stochastic processes, derivatives pricing and risk management.

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View all questions and answers
All Questions Answers
Score Newest
answer
7
How to adjust delta hedging if stock price decreases?
Dec 5, 2019
answer
7
Why is long term binary put option more expensive than call assuming driftless GBM?
Dec 17, 2019
answer
7
Pricing of European options on two underlying assets
Nov 25, 2021
answer
6
Radon Nikodym derivative when changing numeraires
Apr 27, 2020
answer
6
If there is a $T$-forward measure and a risk neutral measure, then markets are not complete?
Feb 17, 2021
answer
6
Proof: Brownian Motion Path Continious with Probability One
Mar 1, 2021
answer
6
Derivative of Stochastic Integral
Apr 8, 2021
answer
6
Proving that a stochastic process is a martingale using Ito's Lemma
Apr 16, 2021
answer
5
Generalization of Ito's Lemma to composite function
Apr 14, 2020
answer
5
How to annualize the correlation matrix?
Sep 15, 2020

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