Quantitative Finance
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mmencke
  • Member for 1 year, 11 months
  • Last seen this week
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All Questions Answers
Score Newest
answer
7
Martingale measure and replicating portfolio in Risk Neutral Pricing of Defaultable Zero-Coupon Bonds
Apr 7, 2021
answer
5
Why do we need to split market and default information into 2 separate filtrations?
May 26, 2021
answer
5
Cash settled contracts price convergence at expiry
Aug 30, 2021
answer
4
Why does the definition of the riskless asset vary in discrete vs continuous time?
Jun 30, 2021
answer
3
Girsanov transform when drift coefficient is a function of the stock price
Apr 28, 2021
answer
3
Limit of digital call and put price when volatility goes to infinity
Dec 14, 2021
answer
2
Quantlib ZeroCurve interpolation
Jan 10
answer
2
Calculating Expectation of Stochastic Volatility
Feb 22
answer
2
Delta hedge error black-scholes by Mark Davis
Apr 4, 2021
answer
1
Valuation discount rate using risk free interest rate versus inflation rate
Jan 5

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