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pincopallino
  • Member for 10 years, 6 months
  • Last seen more than a month ago
12 votes

Risk-neutral pricing in incomplete markets

5 votes
Accepted

How to apply Levenberg Marquardt to Max Likelihood Estimation

4 votes

Do hedge fund trading desks use portfolio optimization?

4 votes

Relationship between Large Cap and Small Cap Volatility

3 votes

Why most of apple stock price since 10years have been gained overnight?

2 votes
Accepted

Black-Scholes derivation assumption contradiction

2 votes

Why is it enough to know the expected present value of cash flow in risk-neutral framework to price derivatives?

2 votes
Accepted

Is the purchase of a stock publicly accessible?

1 vote

Is there any other way to measure option pricing model performance than proximity to market prices?

1 vote

Hedge fund database with daily data

1 vote

What does 2 Year Annualized mean compared to 1 Year Annualized

1 vote

Close price or adjclose price to calculate volatility?

1 vote

Calculation of weekly P/E ratio

1 vote
Accepted

Predict Futures Prices based on weather + agricultural data

1 vote
Accepted

Arbitrage Strategy Proof in Bjork

1 vote

BlackÔÇôKarasinski - Market Price of Risk

0 votes

what is the actual point of vega on real option data

0 votes
Accepted

how to calculate avarage variance and avarage covariance

0 votes

market neutral weights and cash values

-2 votes

american option and cash dividends