Quantitative Finance
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Ivan

Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 6 years, 3 months
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Top posts (35) All Questions Answers | Votes Newest

8 How to measure contango? Apr 27 '13
6 How to hedge a perpetual barrier option? Mar 11
5 Does Black Scholes need to assume no arbitrage? Aug 24 '18
4 Structured product sellers and div swaps Feb 25 '18
4 Deriving Delta Hedge error in the B-S setup (part 2) Mar 25 '18
3 EuroStoxx50: long index and short futures Jan 13 '18
3 Excel Add-In Volatility Interpolation I am trying to Understand Feb 25 '18
3 GBM in R giving negative numbers? Jun 16 '18
2 Option price of a future Sep 18 '18
2 Barrier option on a basket with arbitrary stochastic process Jun 28
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