Quantitative Finance
Arrigo's user avatar
Arrigo's user avatar
Arrigo's user avatar
Arrigo
  • Member for 9 years, 3 months
  • Last seen more than 1 year ago
  • Italy
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All Questions Answers
Score Newest
answer
5
Libor Market Model: numeraire change
Dec 21, 2014
answer
5
Spot price and volatility has a correlation of -1, why?
Jul 21, 2015
answer
4
Pricing a bond contract from the yield curve
Sep 14, 2014
answer
3
Gamma is always positive on both put and call
Jan 5, 2015
answer
3
Why square root of volatility in Heston model?
Jul 17, 2015
answer
2
Which risk free rate is assumed by market when pricing american options?
Dec 21, 2014
answer
2
Why is "full" Yield Curve (term structure of interest rates) 3 component based?
Sep 15, 2014
answer
2
Calibration of a GBM - what should dt be?
Oct 30, 2014
answer
2
Implication of the Greeks under jump diffusion model
Nov 23, 2014
answer
1
Where to find pricing formulas for affine stochastic volatility jump-diffusion models?
Oct 7, 2015
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24
How do I add Git version control (Bitbucket) to an existing source code folder?

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