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Sargera's user avatar
Sargera's user avatar
Sargera
  • Member for 10 years, 3 months
  • Last seen more than 4 years ago
  • New York, NY, United States
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Top posts
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question
12
Deriving the definition of stochastic integrals with respect to Ito processes from first principles
Jan 15, 2015
answer
7
Does an Interest Rate Swap has a Vega component?
Feb 25, 2015
answer
6
Why is Brownian motion merely 'almost surely' continuous?
Feb 23, 2015
question
5
Deposit vs. LIBOR rates? (Bloomberg/SuperDerivatives)
Feb 12, 2015
answer
4
Black Scholes: How does it help to transform uncertainty and still not be able to calculate a fair price?
Feb 23, 2015
question
4
Valuation of a swap where both parties can cancel (not settle at market) with accrual method instead of present-value?
Oct 18, 2016
question
3
Using FX ATM/RR/BF Volatility to Estimate Smile
May 27, 2015
question
2
Logic behind Gordon Growth Model in a DCF analysis?
Jul 16, 2014
question
2
Complicated American style option contract with numerous non-standard features (simultanous exercise, additional premium, etc.)
Feb 16, 2015
question
1
Lease Accounting / FX Embedded Derivatives: How to Value Floor / Cap Optionality Features
Mar 13, 2015
Top network posts
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46
Is Hoffman-Kunze a good book to read next?
24
Learning Aid for Basic Theorems of Topological Vector Spaces in Functional Analysis
17
Is $[0,1]$ a countable disjoint union of closed sets?
16
Closure, Interior, and Boundary of Jordan Measurable Sets.
15
Weakly Harmonic Functions (Weak Solutions to Laplace's Equation $\Delta u=0$) and Logic of Test Function Techniques.