Quantitative Finance
Profile Activity
Meta user
Network profile
448
reputation
1
13

fwd_T

MFE student

2
answers
12
questions
~2k
people reached
  • Member for 1 year
  • 46 profile views
  • Last seen Mar 24 at 11:26

Communities (16)

Top network posts

We respect a laser-like focus on one topic.

Top tags (27)

Score 7
Posts 6
Posts % 43
Score 5
Posts 3
Score 5
Posts 3
Score 2
Posts 3
Score 2
Posts 3
Score 0
Posts 5
View all tags →

Top posts (14)

All Questions Answers
Votes Newest
6 Hedging : effect of not matching the term structure of skew Oct 24 '20
5 Are all change of measure operations between equivalent probability measures Doléans-Dade exponentials? Apr 13 '20
4 Angular bracket notation (physics) Oct 29 '20
4 Are all change of measure operations between equivalent probability measures Doléans-Dade exponentials? Apr 13 '20
4 Hedging vega risk with varswaps Apr 19 '20
3 Rigorous proof of Dupire formula (e.g. using Gyöngy's theorem) Jun 16 '20
3 The most general conditions under which Ito lemma holds Jun 18 '20
2 Last step step in Girsanov's theorem proof Apr 15 '20
2 Relationship between time decay and gamma Dec 30 '20
2 Under which conditions the given random process is martingale and under which submartingale? Jun 14 '20
View all questions and answers →

Badges (14)

Gold

—

Silver

1

Rarest

Bronze

13

Rarest

View all badges →

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.