Quantitative Finance
siou0107
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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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All Questions Answers Articles
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
7
Pricing of European options on two underlying assets
Nov 25
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
Radon Nikodym derivative when changing numeraires
Apr 27 '20
6
Derivative of Stochastic Integral
Apr 8
6
Proving that a stochastic process is a martingale using Ito's Lemma
Apr 16
5
How to annualize the correlation matrix?
Sep 15 '20
5
Generalization of Ito's Lemma to composite function
Apr 14 '20

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