Quantitative Finance
Slug Pue
  • Member for 7 years, 10 months
  • Last seen more than a month ago
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MSc student of impure mathematics. I like coffee.

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All Questions Answers
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11
Why do people always seek finite-variance models for option pricing
Jun 13 '15
10
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
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8
Exploiting patterns in matrix for efficient matrix-vector multiplication

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