User TheBridge

39 votes

0 answers

1k views

How to show that this weak scheme is a cubature scheme?

asked Feb 2, 2011 at 22:16

31 votes

1 answer

2k views

Law of an integrated CIR Process as sum of Independent Random Variables

asked Dec 12, 2011 at 17:48

27 votes

6 answers

4k views

Model Validation Criteria

asked Feb 4, 2011 at 15:02

25 votes

6 answers

31k views

What is the implied volatility skew?

asked Feb 9, 2011 at 8:27

23 votes

2 answers

16k views

Cross Currency Swap Pricing in nowadays environment

asked Feb 21, 2012 at 16:44

16 votes

2 answers

6k views

Fundamental Theorem of Asset Pricing (FTAP)

asked Feb 9, 2011 at 17:46

8 votes

2 answers

1k views

What is Quantization?

asked Feb 10, 2011 at 8:01

8 votes

3 answers

2k views

Convexity of BS Equation for Call and Put

asked Nov 18, 2011 at 9:47

6 votes

0 answers

268 views

Use of Local Times in Option Pricing

asked Oct 27, 2011 at 15:19

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9 Questions

How to show that this weak scheme is a cubature scheme?

Law of an integrated CIR Process as sum of Independent Random Variables

Model Validation Criteria

What is the implied volatility skew?

Cross Currency Swap Pricing in nowadays environment

Fundamental Theorem of Asset Pricing (FTAP)

What is Quantization?

Convexity of BS Equation for Call and Put

Use of Local Times in Option Pricing