Quantitative Finance
Canardini's user avatar
Canardini's user avatar
Canardini's user avatar
Canardini
  • Member for 4 years
  • Last seen more than 2 years ago
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753
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18
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0
questions
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18
Score
5
Posts
28
Posts %
13
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3
Posts
17
Posts %
12
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3
Posts
17
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10
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2
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11
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9
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4
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22
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17
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Top posts
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All Questions Answers
Score Newest
answer
6
Variance of a time integral with respect to a Brownian Motion function
Dec 29, 2019
answer
5
How can I express this sum in a easier way?
Nov 29, 2019
answer
4
Why is the numeraire in the LGM model tradeable?
Nov 29, 2019
answer
4
i have an option derivative question
Nov 29, 2019
answer
4
Mark Joshi uses forward price to price an option that pays $S_t^2-K$ if $S_t^2>K $ and zero otherwise? Why can we do that?
Dec 16, 2019
answer
4
Volatility of Exchange Option
Dec 19, 2019
answer
3
Boundaries for Call Spread
Dec 5, 2019
answer
3
Curve building dates overlapping impact on discount factor
Dec 18, 2019
answer
3
Call price in case of AOA
Nov 27, 2019
answer
3
Option pricing with Brownian Bridge
Dec 1, 2019
Top network posts
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10
Expected number of dice rolls before rolling "1,2,3,4,5,6"
7
double barrier stopping time density function
6
Explaining Ito's Lemma
5
Probability of picking a uniquely colored ball successively without replacement
5
Expected Value of E[$e^X$] where X is uniformly distributed

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