Quantitative Finance
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ir7

Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 6 years, 1 month
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Top posts (11) All Questions Answers | Votes Newest

6 Stochastic volatility model with exponential OU volatility Jan 1 '14
3 what's the relationship between forecasted stock volatility and implied volatility?(option) Feb 2 '14
3 How is holding an European call option equivalent to holding an asset-or-nothing call option and writing a cash-or-nothing call option? Dec 30 '13
2 Local Volatility vs. Stochastic Volatility Dec 31 '13
2 Group name for currencies, equities and other financial products Feb 21 '19
2 Ito calculus problem Feb 13 '16
2 On which model is based the Finite Differences method for implied volatility computations? Feb 15
1 Margrabe option: change of numeraire versus conditioning and numerical integration Jan 23
0 Normal Libor Market Model Jan 25 '18
0 Why do we need approximation in option pricing? Sep 29 '18
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