Quantitative Finance
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river_rat

Started as a topologist, then became a FO FX quant, then did some algo stuff and now I trade em and g10 FIC.

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4 Which process is the most commonly used for modeling stock prices? May 13
3 true or false: the risk-neutral measure is useless in this situation May 12
2 FX quoting convention May 9
2 Why is overnight more expensive than spot in an increasing forward swap values table? May 16
2 What does buying back a “short strike” for .05 mean? May 18
2 Canonical text on numerical PDEs in finance Jun 3
1 Stochastic Volatility Models - are they complete markets? Jun 3
1 Under what conditions will both European and American put options worth the same? Jun 13
1 How do market makers chose the size that they quote? May 9
1 Dollar basis calculation. Where do I miss the point? May 9
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