Quantitative Finance
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user2521987
  • Member for 10 years, 5 months
  • Last seen more than 2 years ago
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35
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25
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71
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6
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17
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5
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14
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Score
4
Posts
11
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Score
4
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11
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4
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11
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Top posts
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All Questions Answers
Score Newest
question
5
Difficulty understanding put-call parity for currency options
Nov 11, 2015
question
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, 2016
question
3
Is there an error in this problem on pricing an asset using the true probability of an up move?
Feb 10, 2016
question
3
Understanding the relationship between the Black-Scholes formula and a replicating portfolio
Aug 3, 2016
question
3
Understanding early exercise of options - The implicit put in an American call
Nov 8, 2016
question
3
Is the asset-or-nothing call option in this example valued incorrectly in the Black-Scholes framework?
Dec 1, 2016
question
2
How do we know that the instantaneous rate of return on this option, $\gamma$ is negative?
Nov 15, 2016
question
2
Calculating the annual return on an option using a replicating porfolio
Sep 6, 2016
question
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, 2017
question
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, 2017
Top network posts
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90
Why do mathematicians sometimes assume famous conjectures in their research?
15
Are all quantum algorithms hidden subgroup algorithms?
12
Is there a construction of a perfect set that is nowhere dense that is not done in a "Cantor set" manner?
11
How to find out which math departments have a research group in mathematical logic?
11
Does the Extended Euclidean Algorithm always return the smallest coefficients of Bézout's identity?

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