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Fab's user avatar
Fab
  • Member for 9 years, 11 months
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3 votes
Accepted

At the money put and call having the same price

3 votes
Accepted

In Mean-Variance Analysis, why not the efficient frontier being pushed to the left near the axis?

2 votes

Why do we assume quadratic utility in portfolio theory?

2 votes
Accepted

Deriving the CAPM from the CML

2 votes

Self-financing and Black-Scholes-Merton formula

2 votes

Pricing forward contract on a stock

2 votes

Are there any derivatives which pay amount $a(p-b)^{2}-c$ where $p$ is the price of underling asset?

1 vote

Difference between CAPM and mean variance optimization

1 vote

Geometry of Efficient Frontier of Portfolios

1 vote

Why to 2 methods to calculate bond price with semi annual return give different answers?

1 vote

Definitions of Beta

0 votes

Investors degree of risk aversion in capm model

0 votes

What is the relation between "Capital Market Line" and "Capital Asset Pricing Model (CAPM)"?

0 votes

Why does the price of a derivative not depend on the derivative with which you hedge volatility risk?

0 votes

How to hedge a derivative that pays the reciprocal of the stock price?

0 votes

Formal proof for risk-neutral pricing formula