Quantitative Finance
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user2521987

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

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  • Member for 7 years, 6 months
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  • Last seen Dec 16 '20 at 0:15

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5 Difficulty understanding put-call parity for currency options Nov 11 '15
4 What's the explanation for the formula for the volatility of a stock / volatility of the continuously compounded return of a stock? Jun 3 '16
3 Is there an error in this problem on pricing an asset using the true probability of an up move? Feb 10 '16
3 Understanding the relationship between the Black-Scholes formula and a replicating portfolio Aug 3 '16
3 Calculating the annual return on an option using a replicating porfolio Sep 6 '16
3 Understanding early exercise of options - The implicit put in an American call Nov 8 '16
3 Is the asset-or-nothing call option in this example valued incorrectly in the Black-Scholes framework? Dec 1 '16
2 How do we know that the instaneous rate of return on this option, $\gamma$ is negative? Nov 15 '16
2 Is there a quick way to see why this claim $C(S, t)$ on $S$ does not satisfy the Black-Scholes PDE? Feb 13 '17
2 A more mathematically rigorous explanation for why in the B-S model, the expected return on a call goes down as the stock price goes up Mar 9 '17
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