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Quantitative Finance
luca dibo's user avatar
luca dibo's user avatar
luca dibo's user avatar
luca dibo
  • Member for 4 years, 11 months
  • Last seen more than a month ago
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40
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Top posts
5
evaluation of option pricing models based on Greeks empirical hedging effectiveness
Aug 14, 2019
5
Numeric example to understand the effect of option gamma
Nov 11, 2019
4
Discretization of Wiener process
Nov 22, 2019
4
Monte Carlo option pricing with R
Dec 8, 2019
3
theoretical reason for which we can use monte carlo simulation for option pricing
Sep 1, 2019
2
Simulation of Geometric Brownian Motion in R
Dec 1, 2019
1
Black Scholes theta as function of time to maturity
Nov 16, 2019
1
option model value vs market price
Aug 14, 2019
1
mathematical proof of the hedge ratio formula for bond futures
Dec 1, 2023
-3
Proof that adding some quantity of stocks in a portfolio of option does not change the portfolio Gamma
Dec 27, 2019
Top network posts
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8
Time series analysis: since volatility depends on time, why are returns stationary?
7
Area Under Curve ROC penalizes somehow models with too many explanatory variables?
5
Endogeneity test instrumental variables
5
Should the Wilcoxon Rank sum test be used for testing the mean difference significance?