Quantitative Finance
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M Smith
  • Member for 8 years, 3 months
  • Last seen more than 1 year ago
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5
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28
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4
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22
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4
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22
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Top posts
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All Questions Answers
Score Newest
question
4
To what degree does computational complexity affect the pricing of options?
Feb 1, 2018
question
4
Applying Ito's formula to complex functions
May 19, 2018
question
4
Calculating the stochastic integral of $\exp(-rt)S_t$
May 20, 2018
question
3
Why are options contracts traded speculatively when investors could just trade the underlying asset?
Jan 22, 2018
question
3
Why is the spot price not used as the forward price when a forward contract is created?
Aug 10, 2015
question
2
Is it possible to buy/sell a futures contract with a non-zero initial price?
Mar 28, 2018
question
2
How might I answer this past exam question relating to the limiting price of an option?
May 18, 2018
question
2
Question about the Cameron-Martin-Girsanov (CMG) theorem
May 19, 2018
question
1
Why can a two-factor interest rate model not be used to value a coupon bearing bond as the sum of options on ZCBs
Mar 11, 2021
question
1
How might I answer this past exam question relating to the value of a European option under the BMS market model?
May 21, 2018
Top network posts
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6
Please can someone help me to understand stationary distributions of Markov Chains?
6
Does it make sense to talk about the complexity of non-computable functions (such as the Halting problem)?
6
What does 'central exposed to risk' mean?
5
How can I find the two critical points of this system of equations?
5
What is the (practical) difference between a stationary distribution and an equilibrium distribution of a MC?

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