Quantitative Finance
Arrigo's user avatar
Arrigo's user avatar
Arrigo's user avatar
Arrigo
  • Member for 9 years
  • Last seen more than a month ago
  • Italy
Profile Activity
Stats
506
reputation
45k
reached
13
answers
0
questions
Communities
View all
Badges
View all badges
This user doesn’t have any gold badges yet.
3
silver badges
6
bronze badges
Top tags
View all tags
6
Score
2
Posts
15
Posts %
5
Score
4
Posts
31
Posts %
5
Score
1
Posts
8
Posts %
5
Score
1
Posts
8
Posts %
5
Score
1
Posts
8
Posts %
5
Score
1
Posts
8
Posts %
Top posts
View all questions and answers
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
Why square root of volatility in Heston model?
Jul 17, 2015
answer
2
Implication of the Greeks under jump diffusion model
Nov 23, 2014
answer
2
Which risk free rate is assumed by market when pricing american options?
Dec 21, 2014
answer
2
Gamma is always positive on both put and call
Jan 5, 2015
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
1
Mean Variance Analysis: what does the solution of the following exercise tells me?
Nov 2, 2014
Top network posts
View all network posts
24
How do I add Git version control (Bitbucket) to an existing source code folder?

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.