User fwd_T - Quantitative Finance Stack Exchange

fwd_T

Member for 2 years, 3 months
Last seen more than a week ago

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530

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15

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MFE student

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Mar 21

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Apr 14, 2020
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Oct 28, 2020
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Apr 14, 2020

Top tags

stochastic-calculus

8

Score

7

Posts

41

Posts %

risk-neutral-measure

6

Score

3

Posts

18

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girsanov

6

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3

Posts

18

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stochastic-processes

2

Score

4

Posts

24

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itos-lemma

2

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3

Posts

18

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stochastic-volatility

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Score

5

Posts

29

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Top posts

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All Questions Answers

Score Newest

6

Hedging : effect of not matching the term structure of skew

Oct 24, 2020

6

Are all change of measure operations between equivalent probability measures Doléans-Dade exponentials?

Apr 13, 2020

5

Hedging vega risk with varswaps

Apr 19, 2020

4

Are all change of measure operations between equivalent probability measures Doléans-Dade exponentials?

Apr 13, 2020

4

Angular bracket notation (physics)

Oct 29, 2020

3

Rigorous proof of Dupire formula (e.g. using Gyöngy's theorem)

Jun 16, 2020

3

The most general conditions under which Ito lemma holds

Jun 18, 2020

2

Under which conditions the given random process is martingale and under which submartingale?

Jun 14, 2020

2

Gamma squeeze - mathematical explanation

Jun 15

2

Relationship between time decay and gamma

Dec 30, 2020