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6 answers
35 votes
11k views
55 bookmarks
How to estimate real-world probabilities
4 answers
19 votes
4k views
18 bookmarks
From Fourier Transforms to Option Values
5 answers
19 votes
2k views
11 bookmarks
Why quants think that the risk-neutral measure should not be used for financial forecasting?
1 answers
12 votes
9k views
3 bookmarks
Implied dividend estimation
1 answers
11 votes
262 views
4 bookmarks
Trading strategy for a misspecified density
1 answers
11 votes
946 views
2 bookmarks
Inflation modelling
0 answers
3 votes
277 views
Risk Neutral Variance Gamma
1 answers
3 votes
607 views
Call option on a Mutual Fund
1 answers
2 votes
504 views
Characteristic functions for options on futures
1 answers
2 votes
715 views
Local volatility pricer
1 answers
2 votes
732 views
1 bookmarks
Recovery rate in a structured bond
1 answers
1 votes
521 views
1 bookmarks
Validation of Bates SVJ model
1 answers
0 votes
90 views
Market impact in stress