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Quantitative Finance
Kapes Mate's user avatar
Kapes Mate's user avatar
Kapes Mate's user avatar
Kapes Mate
  • Member for 4 years, 4 months
  • Last seen more than a month ago
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239
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7
Posts
70
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0
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3
Posts
30
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0
Score
3
Posts
30
Posts %
0
Score
3
Posts
30
Posts %
0
Score
3
Posts
30
Posts %
0
Score
2
Posts
20
Posts %
Top posts
3
What is the dynamic of the forward price process under $\mathbf{Q}$?
Jan 18, 2023
2
The distribution of the jump diffusion process
Feb 18, 2021
2
Arbitrage portfolio example
Feb 28, 2021
2
Hedging gamma, theta or other risks
Feb 16
1
What is the difference between standard deviation, volatility and quadratic variation?
Feb 28, 2020
1
Change of measure when the underlying dynamic is Ornstein-Uhlenbeck
Oct 2, 2023
1
Connection between the $\sigma$ parameters of the spot price and the forward price
Dec 15, 2023
1
Hedging exotic options
Dec 17, 2023
0
Convergence in the CRR model
Jul 14, 2023
-1
Call option on forward [closed]
Dec 21, 2022
Top network posts
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8
Existence and uniqueness of the solution to $dX_{t}=\left(2\chi_{\left\{ X_{t}>0\right\} }-1\right)\cos X_{t}dt+\cos X_{t}dW_{t}$
7
Conditional distribution of sum of squared iid uniforms
6
A little game with rolling a fair dice
5
Convergent sequences under different probability measures