Skip to main content
Quantitative Finance
siou0107's user avatar
siou0107's user avatar
siou0107's user avatar
siou0107
  • Member for 4 years, 8 months
  • Last seen this week
Profile Activity
Stats
2,680
reputation
41k
reached
69
answers
3
questions
Communities
About

Interest rate derivatives quantitative analyst

Badges
View all badges
1
gold badge
6
silver badges
13
bronze badges
Top tags
View all tags
48
Score
18
Posts
25
Posts %
39
Score
16
Posts
22
Posts %
37
Score
11
Posts
15
Posts %
28
Score
9
Posts
12
Posts %
22
Score
7
Posts
10
Posts %
17
Score
8
Posts
11
Posts %
Top posts
View all questions and answers
9
Calculate value of Integral of Wiener process $\int_{0}^t e^{\lambda u } dZ_u$
May 31, 2022
8
How to annualize the correlation matrix?
Sep 15, 2020
7
Radon Nikodym derivative when changing numeraires
Apr 27, 2020
7
How to adjust delta hedging if stock price decreases?
Dec 5, 2019
7
Why is long term binary put option more expensive than call assuming driftless GBM?
Dec 17, 2019
6
What's the point of having an accurate option pricing model?
Jan 6, 2020
6
Why the focus on American put options in literature?
Feb 17, 2020
6
If there is a $T$-forward measure and a risk neutral measure, then markets are not complete?
Feb 17, 2021
6
Proof: Brownian Motion Path Continious with Probability One
Mar 1, 2021
6
Pricing of European options on two underlying assets
Nov 25, 2021