Quantitative Finance
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Giogre
  • Member for 1 year, 7 months
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All Questions Answers
Score Newest
answer
4
C++ code Thomas algorithm for solving a pentadiagonal Ax=b
Dec 29, 2020
answer
3
Black Scholes to Heat Equation - Substitution
Dec 27, 2020
answer
2
Meaning of Rebalancing the Gamma in Options?
Dec 27, 2020
answer
2
How to price an European put option using binomial model with dividend yield?
Dec 28, 2020
answer
2
Anti-thetic sampling and second moment matching
Mar 28, 2021
answer
2
Errata for Mark Joshi's Concepts and practice of mathematical finance
Oct 15, 2020
answer
1
Ho and lee derivation for short rates model
Mar 20
question
1
Reason why a European binary call should be worth half of its American counterpart when driftless and out-of-the-money
Apr 10, 2021
question
1
Second variation of a Brownian motion under jump-diffusion process
Jul 13, 2021
question
1
Fourier transform of a European put
Jul 18, 2021
Top network posts
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14
Numerical integration in C++: Newton-Cotes formulas
6
What is the difference between Fortran's .f and .for files?

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