Arrigo

Member for 9 years, 3 months
Last seen more than 1 year ago

Italy

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options

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Answers

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Score Activity Newest

5

Libor Market Model: numeraire change

Dec 21, 2014

5

Spot price and volatility has a correlation of -1, why?

Jul 21, 2015

4

Pricing a bond contract from the yield curve

Sep 14, 2014

3

Gamma is always positive on both put and call

Jan 5, 2015

3

Why square root of volatility in Heston model?

Jul 17, 2015

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options

6

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4

posts

yield-curve

6

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2

posts

market-model

5

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1

post

stochastic-calculus

5

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1

post

numerairechange

5

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1

post

Reputation

+10

Gamma is always positive on both put and call

+30

Libor Market Model: numeraire change

+20

Which risk free rate is assumed by market when pricing american options?

+10

Pricing a bond contract from the yield curve

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