user139258

http://coffee.coffeequant.com

2019
Nov
13
awarded Yearling
Sep
1
answered In FX trading, is the risk for long positions higher than for short positions, or vice versa?
Sep
1
answered How to hedge two currency positions
Sep
1
comment Arbitrage pricing models
Can you give some more context? Seems similar to calibration where you calibrate model on vanilla payoffs.
Sep
1
awarded Autobiographer
Sep
1
awarded Autobiographer
Sep
1
awarded Autobiographer
Sep
1
awarded Teacher
Sep
1
answered theoretical reason for which we can use monte carlo simulation for option pricing
2018
Dec
15
awarded Curious
Dec
10
asked Why rise in repo rates leads to increase in forward bond prices?
May
22
awarded Notable Question
Apr
8
awarded Curious
Apr
7
asked Pandas apply style on groupby hierarchy
2017
Apr
4
awarded Popular Question
Feb
5
awarded Nice Answer
2016
Feb
29
awarded Teacher
2015
Dec
30
awarded Necromancer
Nov
1
awarded Student
Jul
4
answered NDSolve There are fewer dependent variables, {V[S,t]}, than equation
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