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M Smith

Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 6 years, 1 month
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  • Last seen Dec 15 '19 at 22:12

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4 To what degree does computational complexity affect the pricing of options? Feb 1 '18
4 Calculating the stochastic integral of $\exp(-rt)S_t$ May 20 '18
3 Applying Ito's formula to complex functions May 19 '18
3 Why is the spot price not used as the forward price when a forward contract is created? Aug 10 '15
3 Why are options contracts traded speculatively when investors could just trade the underlying asset? Jan 22 '18
2 Is it possible to buy/sell a futures contract with a non-zero initial price? Mar 28 '18
2 How might I answer this past exam question relating to the limiting price of an option? May 18 '18
2 Question about the Cameron-Martin-Girsanov (CMG) theorem May 19 '18
1 How might I answer this past exam question relating to the value of a European option under the BMS market model? May 21 '18
1 Cause of difference in theoretical vs observed value of a (call) option under the Black-Scholes model? Mar 22 '18
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