Quantitative Finance
Network profile
84
reputation
1
12

user2521987

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

0
answers
35
questions
~10k
people reached
  • Member for 6 years, 2 months
  • 20 profile views
  • Last seen Oct 18 '18 at 1:37

Communities (8)

Top network posts

Top tags (38)

Score 0
Posts 25
Posts % 71
Score 0
Posts 6
Score 0
Posts 5
Score 0
Posts 4
Score 0
Posts 4
Score 0
Posts 4
View all tags →

Top posts (35) All Questions Answers | Votes Newest

4 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 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 Calculating the annual return on an option using a replicating porfolio Sep 6 '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
View all questions and answers →

Badges (13)

Gold

—

Silver

1

Rarest

Bronze

12

Rarest

View all badges →