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Rylan's user avatar
Rylan's user avatar
Rylan
  • Member for 11 months
  • Last seen this week
  • London, UK
4 votes

Forward price confusion

3 votes

Risk Neutral Pricing Exercise

2 votes

Forward interest rate curve family parametrization

2 votes
Accepted

Confusion about payoff for an option

2 votes

Geometric Brownian motion with volatility as function of time

2 votes

Is the "$\textit{theoretical}$" $DV01$ of a bond an accurate estimate?

2 votes
Accepted

Stochastic representation of a zero-coupon bond

2 votes

Bonds in a zero interest rate environment

2 votes

Annualized Default Probabilities (short term dp's larger than long term dp's)

1 vote

Trying to follow course notes deriving Black-scholes PDE, but I can't fill in the gaps

1 vote

Help me understand super replicating portfolio

1 vote
Accepted

Expectation of average, conditional on terminal value

1 vote
Accepted

Up and Down Multiplicative Factors of the Binomial Option Pricing Model

1 vote

Mathematical meaning of an inverted yield curve

1 vote

–ěptimal strategy when throwing dice

1 vote

Pricing an option with a certain payoff

1 vote

Solving the SDE for GBM

1 vote

Increasing or decreasing BS-formula respect their parameters

1 vote

Calculating Portfolios Covariance via Bilinearity with Log or Simple Returns

1 vote

Cost of Delta Hedging

1 vote
Accepted

Coherent risk measure

1 vote
Accepted

Bisection method for implied volatility not working for European Put Options

1 vote

Calendar spreads under black scholes world

0 votes
Accepted

In a CRR model, find the Initial investment of the hedging strategy

0 votes

Pricing European Call Closed Form Spread Options in Python

0 votes

How to apply CLT on scaled symmetric random walk--Shreve unclear

0 votes

Monte Carlo methods: Choosing the best measure

0 votes

Test significance for information ratio

0 votes

General Binomial Method for option pricing

0 votes

A quant job interview question about (toy) futures