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Quantitative Finance
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KT8
  • Member for 2 years, 10 months
  • Last seen this week
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Amateur quant.

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answer
5
A good book on option pricing from theoretical and practical aspect
Jan 31
question
4
Complex Integral in Rouah's Heston book
May 30, 2023
question
4
Gatheral pseudo-probabilities inverse Fourier transform
Jan 28
question
3
Market price of risk ($\lambda$) - Brigo and Mercurio
Mar 21, 2022
answer
3
Dupire's Formula by a Replicating Portfolio
Nov 11, 2021
answer
3
Best practice in QuantLib Python to include borrow rate
Jun 19, 2023
answer
3
Deriving eq. 5 in Carr & Madan 1998
Feb 19
answer
2
Derivation in Jaeckel's "By Implication" paper
Feb 20
answer
2
Dupire's calibration
Feb 22
answer
2
Implied Distributions from forward prices
Feb 2