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siou0107

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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  • Member for 1 year, 8 months
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7 How to adjust delta hedging if stock price decreases? Dec 5 '19
7 Why is long term binary put option more expensive than call assuming driftless GBM? Dec 17 '19
6 Radon Nikodym derivative when changing numeraires Apr 27 '20
6 If there is a $T$-forward measure and a risk neutral measure, then markets are not complete? Feb 17
6 Proof: Brownian Motion Path Continious with Probability One Mar 1
6 Derivative of Stochastic Integral Apr 8
6 Proving that a stochastic process is a martingale using Ito's Lemma Apr 16
5 What does is mean by buy(long) volatility or sell(short) volatility in option trading specifically? Nov 27 '19
5 What's the point of having an accurate option pricing model? Jan 6 '20
5 Why the focus on American put options in literature? Feb 17 '20
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