Quantitative Finance
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Kurt G.
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That 3d plot of a Mexican hat I did around 1985 on a PC that did not even have 3d graphics (it took hours to finish). That such hat potentials play an important role in the standard model I learned much much later.

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Score Newest
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6
Why this stochastic integral is calculated with Riemann integral
Oct 14, 2021
answer
6
How to derive forward price on stock with continuous dividend
Oct 26, 2021
answer
5
Clarification on Paul Wilmott's derivation of Ito's Lemma
Sep 28, 2021
answer
5
Why does the diffusion term remain the same when we change pricing measure?
Jan 24
answer
4
Pricing (Single and Double) Window Barrier FX Options
Nov 23, 2021
answer
4
Pricing interest rate derivatives
Sep 30, 2021
answer
4
Can gamma of an option be greater than its delta?
Oct 13, 2021
answer
3
Difference HJM Framework versus Short rate model
Apr 19
answer
3
what's the difference between instantaneous short rate and instantaneous forward rate?
Sep 3, 2021
answer
2
Change of numéraire for two risky assets without bank account (Margrabe’s formula?)
Sep 8, 2021
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8
What symmetry is responsible for the amplitude independence of the period of a simple harmonic oscillator?
7
Rigorous treatment of integration by parts in a Calculus 1 course
6
Find a matrix for a unitary transform between matrices or prove that there is none
6
A Gauss-Markov process is always a solution to a Langevin type SDE?
5
Motion with constant speed and constant acceleration magnitude

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