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Mr.Price
  • Member for 4 years
  • Last seen more than 1 year ago
10 votes
2 answers
2k views

Risk Model Validation

8 votes
2 answers
2k views

Which process is the most commonly used for modeling stock prices?

4 votes
1 answer
848 views

Complex numbers in VBA

2 votes
1 answer
790 views

Kou model implementation Python

2 votes
1 answer
676 views

Interpretation of parameters in the CGMY model

2 votes
1 answer
1k views

How to calculate dividend yield - option pricing

1 vote
1 answer
144 views

Do the wallet weights with the minimum variance need to be nonzero?

1 vote
0 answers
330 views

Change of Numeraire technique (Cross-currency models)

0 votes
0 answers
158 views

Carr-madan vs COS method vs other methods

0 votes
1 answer
687 views

How to price barrier options (binomial tree)

0 votes
1 answer
324 views

is it possible to get minimum variance line having only covariance matrix?

0 votes
0 answers
416 views

feasible set if short selling of risk free asset is not allowed

0 votes
1 answer
187 views

relationship between the expected rate of return and the value measured by the beta factor

0 votes
1 answer
263 views

How to estimate the risk-free rate when pricing options - calibration

0 votes
1 answer
161 views

how to price options in reality [closed]

0 votes
1 answer
66 views

CAPM Model, is this exercise done correctly?