Quantitative Finance
Yoda And Friends's user avatar
Yoda And Friends's user avatar
Yoda And Friends's user avatar
Yoda And Friends
  • Member for 2 years, 11 months
  • Last seen more than a month ago
  • Wonderland Road, London, Ontario, Canada
Profile Activity
Stats
382
reputation
3k
reached
16
answers
1
question
Communities
Badges
This user doesn’t have any gold badges yet.
1
silver badge
6
bronze badges
Top tags
View all tags
9
Score
4
Posts
24
Posts %
5
Score
4
Posts
24
Posts %
5
Score
2
Posts
12
Posts %
5
Score
1
Posts
6
Posts %
3
Score
4
Posts
24
Posts %
3
Score
2
Posts
12
Posts %
Top posts
View all questions and answers
All Questions Answers
Score Newest
answer
5
Monte Carlo approximation of call option on the maximum of two assets
May 28, 2021
answer
3
Numerically stable method for estimating $\partial_t \mathbb{E}[f(X_t)]$ where $X_t$ is an n-dim Ito process and $f:\mathbb{R}^n\rightarrow\mathbb{R}$
Mar 10, 2022
answer
2
How many data point on EMA indicator?
Apr 7, 2022
answer
2
Why additivity assumption holds in CAPM and factor models? (Screenshot of a textbook included)
Sep 20, 2021
answer
2
Control Variates - Option pricing
Sep 21, 2021
answer
2
Monte carlo simulations giving biased output
May 28, 2021
answer
2
SDE Exmaple (no drift)
Apr 13, 2021
answer
1
Maximum value of a call option proof
May 27, 2021
answer
1
How to prove that the following is still a Brownian motion
Mar 25, 2021
answer
1
GBM drift when simulating correlation betwenn GBM with Cholesky Decomposition
Sep 23, 2021

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.