Quantitative Finance
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KT8's user avatar
KT8's user avatar
KT8
  • Member for 1 year, 10 months
  • Last seen this week
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10
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Amateur quant.

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All Questions Answers
Score Newest
question
4
Complex Integral in Rouah's Heston book
May 30
answer
3
Dupire's Formula by a Replicating Portfolio
Nov 11, 2021
question
3
Market price of risk ($\lambda$) - Brigo and Mercurio
Mar 21, 2022
answer
3
Best practice in QuantLib Python to include borrow rate
Jun 19
answer
2
If CAPM holds, should alpha be zero for all assets?
Dec 9, 2021
answer
2
How is variance derived in BS?
Feb 14
question
2
State-of-the-art grid construction techniques
Jul 25
question
2
Continuation value definition in Longstaff and Schwartz
Nov 17, 2021
question
1
Infering the discounting rate for an illiquid company
Dec 6, 2021
question
1
Books on Finite Differences by Duffy
Sep 6

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