Quantitative Finance
Profile Activity
Meta user
Network profile
272
reputation
10

Giogre

I am learning this subject.

8
answers
4
questions
~2k
people reached
  • Member for 7 months
  • 18 profile views
  • Last seen Apr 28 at 16:15

Communities (7)

Top network posts

Top tags (27)

Score 4
Posts 3
Posts % 25
Score 4
Posts 1
Score 3
Posts 2
Score 2
Posts 4
Score 2
Posts 3
Score 2
Posts 2
View all tags →

Top posts (12)

All Questions Answers
Votes Newest
4 C++ code Thomas algorithm for solving a pentadiagonal Ax=b Dec 29 '20
2 Anti-thetic sampling and second moment matching Mar 28
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
1 Reason why a European binary call should be worth half of its American counterpart when driftless and out-of-the-money Apr 10
0 Failing to create Quantlib's LM Fixed Volatility Model object Oct 4 '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
View all questions and answers →

Badges (10)

Gold

—

Silver

—

Bronze

10

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.