Skip to main content
Quantitative Finance
Landscape's user avatar
Landscape's user avatar
Landscape's user avatar
Landscape
  • Member for 3 years, 6 months
  • Last seen more than a month ago
Profile Activity
Stats
568
reputation
7k
reached
2
answers
18
questions
Communities
Badges
View all badges
This user doesn’t have any gold badges yet.
2
silver badges
15
bronze badges
Top tags
View all tags
4
Score
2
Posts
10
Posts %
4
Score
2
Posts
10
Posts %
4
Score
2
Posts
10
Posts %
0
Score
6
Posts
30
Posts %
0
Score
3
Posts
15
Posts %
0
Score
3
Posts
15
Posts %
Top posts
View all questions and answers
question
7
Black-Scholes: Volatility Smile "sharpens" with time to expiry
Jun 7, 2021
question
6
Delta-hedge experiment of American Put option
Jun 7, 2023
question
5
Dynamics of FX rate
May 24, 2022
question
4
Convergence rate of Bermudan to American option
Jan 14, 2023
answer
4
Integral of brownian motion wrt. time over [t;T]
Mar 14, 2022
question
3
Pathwise sensitivities of American options - Derivative of the American payoff function
May 4, 2023
question
2
Cholesky decomposition reduces volatility of simulated Wiener Process / Brownian Motions
Jun 7, 2022
question
2
ATM cap prices in Vasicek model (Filipovic)
Aug 31, 2023
question
2
Filipovic: Where is it used that the world is deterministic
Sep 12, 2023
question
2
Pricing a put-option in the Heston Model
Apr 4, 2022