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bcf

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

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  • Member for 5 years, 4 months
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  • Last seen May 12 at 23:23

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Top posts (64) All Questions Answers | Votes Newest

13 Estimating Parameters - Vasicek Dec 2 '15
12 Distribution of Geometric Brownian Motion Mar 9 '14
12 What's Risk-Neutral in an Interest Rate Model? Jun 5 '15
9 Why Must Dividends Be Reinvested to Use Risk-Neutral Pricing? May 19 '15
9 Option Pricing Model Calibration In Practice Jun 17 '15
8 What's the point of discounting in risk-neutral pricing? May 22 '15
8 Multidimensional Ito's Lemma for Vector-Valued functions May 26 '15
8 Derivation of Stochastic Vol PDE Jun 3 '15
8 Stopping Monte Carlo simulation once certain convergence level is reached Nov 16 '15
6 How many monte carlo runs do I need for pricing a Call? Dec 7 '15
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