Stack Exchange Network

Stack Exchange network consists of 175 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.

Visit Stack Exchange

  7. current community

    your communities

    more stack exchange communities

    company blog
Quantitative Finance
Meta user
Network profile
172
reputation
11

Slug Pue

MSc student of impure mathematics. I like coffee.

5
answers
5
questions
~7k
people reached
  • Member for 5 years, 1 month
  • 25 profile views
  • Last seen Mar 5 at 18:51

Communities (16)

Top network posts

Top tags (16)

Score 7
Posts 6
Posts % 60
Score 4
Posts 3
Score 4
Posts 1
Score 3
Posts 1
Score 1
Posts 3
Score 1
Posts 2
View all tags →

Top posts (10) All Questions Answers | Votes Newest

11 Why do people always seek finite-variance models for option pricing Jun 13 '15
8 Risk-neutral pricing in incomplete markets Jun 17 '14
5 Risk neutral Esscher transform of exponential Levy processes Mar 15 '14
4 Black Scholes Formula, drift term May 23 '15
3 The source of “Cost of hedging” in the Black Scholes model May 17 '15
3 Option Pricing under Jump Diffusion Models May 22 '15
1 Is the stock price process a martingale or a random walk in efficient markets? Aug 15 '15
1 How buying/selling pairs and entering/exiting trade works in pairs trading? Jul 21 '16
1 Risk neutral Esscher transform of exponential Levy processes Mar 22 '14
0 Intuitive understanding of Black-Scholes pricing Jun 14 '14

Badges (11)

Gold

—

Silver

—

Bronze

11

Rarest

View all badges →