All questions asked by Donghwi Min

List all solved & unsolved questions asked by Donghwi Min

Calculation of rupture force in a covalent bond

1 Chemistry Asked on 01/08/2021

bond physical chemistry

Power Options & Forwards on Stock Squared

1 Quantitative Finance Asked on 12/28/2021

martingale numeraire options risk neutral measure

Can "Turbo warrants" be priced using the Black & Scholes model?

1 Quantitative Finance Asked on 12/28/2021

black scholes options warrant

Definition of sharpe ratio maximising and variance minimising portfolios

1 Quantitative Finance Asked on 12/26/2021

markowitz modern portfolio theory portfolio optimization

How to make futuresHelpers in Quantlib work with monday settlement day not IMM?

2 Quantitative Finance Asked on 12/26/2021

programming quantlib

Three questions regarding local volatility implementation (based on the Andreasen, Huge article "Volatility interpolation")

1 Quantitative Finance Asked on 12/24/2021

local volatility volatility interpolation

Relationship between Data Size and Arima Prediction Interval Width?

1 Quantitative Finance Asked on 12/21/2021

prediction time series

I just got Matlab, what are some options that I should model in a jump diffusion

2 Quantitative Finance Asked on 12/21/2021

black scholes jump diffusion models programming

Overnight Index Swaps (OIS) vs. Fed Funds Futures

2 Quantitative Finance Asked on 12/19/2021

fed interest rates risk free

VBA Black Scholes Implied Volatility

1 Quantitative Finance Asked on 12/19/2021

black scholes codes fixed income vba

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