Quantitative Finance
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  • Member for 1 year, 4 months
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6 Hedging : effect of not matching the term structure of skew Oct 24 '20
5 Hedging vega risk with varswaps Apr 19 '20
5 Are all change of measure operations between equivalent probability measures Doléans-Dade exponentials? Apr 13 '20
4 Are all change of measure operations between equivalent probability measures Doléans-Dade exponentials? Apr 13 '20
4 Angular bracket notation (physics) Oct 29 '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 Under which conditions the given random process is martingale and under which submartingale? Jun 14 '20
2 Relationship between time decay and gamma Dec 30 '20
2 Derivation of Bergomi model Jul 24
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