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Quantitative Finance
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Ezy
  • Member for 8 years, 9 months
  • Last seen more than 1 year ago
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Quantitative finance (exotic derivatives modelling and statistical trading)

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14
Why does Kelly maximise $E[\log\space G]$ rather than simply $E[G]$?
Jan 8, 2019
9
Positive theta on a long put?
Nov 13, 2018
7
What are the quantitative finance books that we should all have in our shelves?
Dec 8, 2018
7
How to calculate the expectation of Poisson process when its intensity is also stochastic
Oct 17, 2018
6
Why are implied volatility and the volatility required for an option to be profitable two different things?
Dec 4, 2018
6
Can you model the LIBOR rate as a geometric Brownian motion?
Jan 10, 2019
6
How to check if $ E [\exp \{ \int_0^t \frac{Y_u^2}{1+Y_u^2}du \}]< \infty $
Jan 13, 2019
4
What's the logic behind 3-10 UST yield inversion predicting recession?
Dec 6, 2018
4
Realized volatility forecast vs Implied volatility
Nov 11, 2018
4
Calculating Sharpe Ratio with dynamic position sizing
Oct 16, 2018
Top network posts
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19
What is the BigMap container and why does it matter?
19
What elliptic curves are used by Tezos?
14
Formal verification of Tezos smart contracts
13
Total amount of XTZ in existence
12
Security deposit calculation