Quantitative Finance
Profile Activity
Meta user
Network profile
516
reputation
1
8

mmencke

Apparently, this user prefers to keep an air of mystery about them.

9
answers
0
questions
~1k
people reached
  • Member for 1 year, 1 month
  • 29 profile views
  • Last seen 10 hours ago

Communities (2)

Top network posts

We respect a laser-like focus on one topic.

Top tags (25)

Score 7
Posts 1
Posts % 11
Score 7
Posts 1
Score 7
Posts 1
Score 5
Posts 1
Score 5
Posts 1
Score 5
Posts 1
View all tags →

Top posts (9)

All Questions Answers
Votes Newest
7 Martingale measure and replicating portfolio in Risk Neutral Pricing of Defaultable Zero-Coupon Bonds Apr 7
5 Why do we need to split market and default information into 2 separate filtrations? May 26
4 Why does the definition of the riskless asset vary in discrete vs continuous time? Jun 30
3 Girsanov transform when drift coefficient is a function of the stock price Apr 28
2 Delta hedge error black-scholes by Mark Davis Apr 4
1 Correlated Wiener Process May 2
1 Sampling change in the driving brownian motion of a CIR process Jul 2
1 Hull White 1 Factor Formulas with Time Dependent Variables Jun 30
0 Pricing binary options Apr 11

Badges (9)

Gold

—

Silver

1

Rarest

Bronze

8

Rarest

View all badges →

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.