Quantitative Finance
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siou0107
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Interest rate derivatives quantitative analyst

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All Questions Answers
Score Newest
answer
9
Calculate value of Integral of Wiener process $\int_{0}^t e^{\lambda u } dZ_u$
May 31
answer
7
Pricing of European options on two underlying assets
Nov 25, 2021
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
6
Radon Nikodym derivative when changing numeraires
Apr 27, 2020
answer
6
How to annualize the correlation matrix?
Sep 15, 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

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