Quantitative Finance
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fwd_T
  • Member for 3 years, 6 months
  • Last seen more than a month ago
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MFE student

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All Questions Answers
Score Newest
answer
6
Are all change of measure operations between equivalent probability measures Doléans-Dade exponentials?
Apr 13, 2020
question
5
Hedging vega risk with varswaps
Apr 19, 2020
question
5
Hedging : effect of not matching the term structure of skew
Oct 24, 2020
question
4
Angular bracket notation (physics)
Oct 29, 2020
question
4
Are all change of measure operations between equivalent probability measures Doléans-Dade exponentials?
Apr 13, 2020
answer
4
Is negative forward variance an arbitrage?
Jun 9
question
4
Vega hedge of a barrier option
Apr 22
question
3
Is negative forward variance an arbitrage?
Jun 9
question
3
Drift of stochastic variance as slope of the short end of the forward variance curve
Jun 10
question
3
Rigorous proof of Dupire formula (e.g. using Gyöngy's theorem)
Jun 16, 2020

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