Quantitative Finance
Kurt G.'s user avatar
Kurt G.'s user avatar
Kurt G.'s user avatar
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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All Questions Answers
Score Newest
answer
7
How to derive forward price on stock with continuous dividend
Oct 26, 2021
answer
6
Question on Merton's self financing derivation
Mar 11
answer
5
How is an exchange rate process a martingale under any measure?
Nov 4, 2022
answer
5
Why does the diffusion term remain the same when we change pricing measure?
Jan 24, 2022
answer
5
Clarification on Paul Wilmott's derivation of Ito's Lemma
Sep 28, 2021
answer
5
Why this stochastic integral is calculated with Riemann integral
Oct 14, 2021
answer
4
Can gamma of an option be greater than its delta?
Oct 13, 2021
answer
4
Pricing interest rate derivatives
Sep 30, 2021
answer
4
Pricing (Single and Double) Window Barrier FX Options
Nov 23, 2021
answer
3
GBM - How to make make annualized dividend reflected in one quarter
Nov 26, 2021
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9
Physical interpretation of the inner product between two quantum states
8
What symmetry is responsible for the amplitude independence of the period of a simple harmonic oscillator?
7
Find a matrix for a unitary transform between matrices or prove that there is none
7
Rigorous treatment of integration by parts in a Calculus 1 course
7
A Gauss-Markov process is always a solution to a Langevin type SDE?

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