Quantitative Finance
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Ivan
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Old-school derivatives professional

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All Questions Answers
Score Newest
answer
9
How to measure contango?
Apr 27, 2013
answer
7
Possibility of delta greater than 1
Oct 17, 2019
answer
6
How to hedge a perpetual barrier option?
Mar 11, 2019
answer
5
Does Black Scholes need to assume no arbitrage?
Aug 24, 2018
answer
5
Black Scholes model without using Girsanov's theorem? It might happen?
May 18, 2020
answer
4
Structured product sellers and div swaps
Feb 25, 2018
answer
4
Show a process is Martingale
Mar 4, 2018
answer
4
Deriving Delta Hedge error in the B-S setup (part 2)
Mar 25, 2018
answer
3
Flaw in the following argument with Binary Options and Skew
Mar 2, 2018
answer
3
Excel Add-In Volatility Interpolation I am trying to Understand
Feb 25, 2018

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