Quantitative Finance
user2521987's user avatar
user2521987's user avatar
user2521987's user avatar
user2521987
  • Member for 9 years, 7 months
  • Last seen more than 1 year ago
Profile Activity
Stats
339
reputation
20k
reached
0
answers
35
questions
Communities
View all
Badges
View all badges
This user doesn’t have any gold badges yet.
3
silver badges
14
bronze badges
Top tags
View all tags
0
Score
25
Posts
71
Posts %
0
Score
6
Posts
17
Posts %
0
Score
5
Posts
14
Posts %
0
Score
4
Posts
11
Posts %
0
Score
4
Posts
11
Posts %
0
Score
4
Posts
11
Posts %
Top posts
View all questions and answers
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
View all network posts
88
Why do mathematicians sometimes assume famous conjectures in their research?
13
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?

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.