Quantitative Finance
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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, 1 month
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  • Last seen Jan 14 at 15:23

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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
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
4 Generalization of Ito's Lemma to composite function Apr 14 '20
4 What's a good resource of book for Python programming in relation to quantitative finance? Dec 10 '19
4 Reproduce CDS Index Default Probability via Tranche [0,100] Probability Jan 27 '20
4 Graph of European call option value versus future price Dec 6 '19
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