SmallChess's user avatar
SmallChess's user avatar
SmallChess's user avatar
SmallChess
  • Member for 13 years, 1 month
  • Last seen more than a month ago
1 vote

Zero-rate USD Curve

1 vote

Using RQuantLib in Java with RJava

1 vote

Asset allocation problem using Hidden Markov Model

1 vote

type mismatch in Rquantlib Bond.cpp

1 vote

Do binary options make any sense?

1 vote

Is a bond expiring at $T$ clean or dirty price a martingale under the $T$-Forward measure?

1 vote

pricing american calls on non dividend paying stocks

1 vote

difference between caplet and call

1 vote

Negative adjusted strike in Levy's Asian option approximation?

1 vote

what is exercise frontier in option pricing

1 vote

Implications of Black Scholes Plot

1 vote

Counterparty risk tutorials

1 vote

Looking for a pricing library supporting Mutli-curve Framework

1 vote

Corporate finance exercise book

1 vote

Zero rates coupon bond calculation

1 vote
Accepted

What is the distribution assumption of the black scholes model

1 vote
Accepted

How to discretize a GBM under P- and Q-measures?

1 vote
Accepted

Magrabe Exchange Option: not equal drifts

1 vote

Pricing a call when minimum stock price above strike with certainty

1 vote

Direct use of implied volatility

0 votes

Using central limit theorem to test whether population average return is the same, before and after the recession

0 votes
Accepted

Zero coupon bonds

0 votes

Questions on the relationship between option price and maturity

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Why is $C(t,S_t)/B_t$ a martingale?

0 votes

Mathematical definitioln of Potential Future Exposure

0 votes
Accepted

Finding Discount Bond Matrix in LMM Model C++

0 votes
Accepted

Is the code of my binary call option pricer (using explicit finite difference, backward scheme) correct?

0 votes

What is wrong with this argument?

0 votes

Understanding $N(d_1)$ and how to use the stock itself as the numeraire?

0 votes

Full value function of an American option with QuantLib FD