User Kupoc - Quantitative Finance Stack Exchange

Kupoc

Member for 3 years, 6 months
Last seen more than a month ago

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12 Questions

Score Activity Newest Views

7 votes

0 answers

344 views

Solving option market making problem

asked Nov 9, 2021 at 14:47

4 votes

0 answers

122 views

How is the implied risk neutral density affected when changing numeraire?

asked Jul 13, 2020 at 13:44

2 votes

1 answer

101 views

Pricing multidimensional equity

asked Jul 1, 2020 at 16:27

2 votes

0 answers

119 views

Numerical scheme for this HJB equation

asked Nov 22, 2021 at 11:25

2 votes

0 answers

267 views

Skew of implied volatility and skewness of returns distribution

asked Dec 1, 2021 at 14:05

1 vote

2 answers

855 views

Correlation and implied volatility

asked Nov 15, 2021 at 12:21

1 vote

1 answer

81 views

FX pricing replication

asked Jul 2, 2020 at 13:58

1 vote

2 answers

446 views

Why are interest supposed deterministic for equity?

asked Jul 3, 2020 at 15:54

1 vote

1 answer

98 views

Best approximation of a function as sums of calls

asked Aug 29, 2020 at 14:39

1 vote

1 answer

162 views

Is there a way to get convexity adjustements for any CMS-payoffs?

asked Jun 19, 2020 at 14:54

0 votes

0 answers

103 views

Martingale optimal transport with two different nature of assets

asked Sep 2, 2020 at 10:39

0 votes

0 answers

84 views

Options Market making, what to do with ITM options

asked May 17, 2022 at 16:28