Quantitative Finance
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Giogre

I am learning this subject.

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4 C++ code Thomas algorithm for solving a pentadiagonal Ax=b Dec 29 '20
2 Meaning of Rebalancing the Gamma in Options? Dec 27 '20
2 How to price an European put option using binomial model with dividend yield? Dec 28 '20
1 Errata for Mark Joshi's Concepts and practice of mathematical finance Oct 15 '20
0 Black Scholes to Heat Equation - Substitution Dec 27 '20
0 Log-normal risk-neutral price derivation from binomial trees, not clear about step in derivation process Oct 1 '20
0 How to prove that a series of random variables $Z_j = 1$ or $-1$ occurring at risk-neutral probability, converges to normal, using the CLT? Oct 3 '20
0 Why is a Delta-hedged option always profitable even in case of a sharp drop of value of the underlying? Oct 25 '20
0 Failing to create Quantlib's LM Fixed Volatility Model object Oct 4 '20

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