Quantitative Finance
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Ivan

Old-school derivatives professional

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  • Member for 6 years, 6 months
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Top posts (36) 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
4 Possibility of delta greater than 1 Oct 17
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
3 How can the BS riskless hedge break down when volatility changes, if a random walk can produce any price history? Aug 20
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