Quantitative Finance
Ivan
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Old-school derivatives professional

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9 How to measure contango? Apr 27 '13
6 How to hedge a perpetual barrier option? Mar 11 '19
6 Possibility of delta greater than 1 Oct 17 '19
5 Black Scholes model without using Girsanov's theorem? It might happen? May 18 '20
5 Does Black Scholes need to assume no arbitrage? Aug 24 '18
4 Structured product sellers and div swaps Feb 25 '18
4 Show a process is Martingale Mar 4 '18
4 Deriving Delta Hedge error in the B-S setup (part 2) Mar 25 '18
3 Flaw in the following argument with Binary Options and Skew Mar 2 '18
3 Excel Add-In Volatility Interpolation I am trying to Understand Feb 25 '18
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