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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Top posts (34) All Questions Answers | Votes Newest

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
5 What does is mean by buy(long) volatility or sell(short) volatility in option trading specifically? Nov 27 '19
4 Graph of European call option value versus future price Dec 6 '19
4 What's the point of having an accurate option pricing model? Jan 6
4 Reproduce CDS Index Default Probability via Tranche [0,100] Probability Jan 27
3 How To Understand the Drift of ln(S) if S Follows Geometric Brownian Motion Jan 8
3 What's a good resource of book for Python programming in relation to quantitative finance? Dec 10 '19
3 Pricing European call with Feynman-Kac Nov 27 '19
3 Arbitrage when discounting and forward computation is done with different curves Jan 24
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