Essays on Quantitative Finance

Keyphrases

• European Options 74%
• Fundamental Theorem 74%
• Derivatives Trading 74%
• Realized Volatility 37%
• Stochastic Volatility 37%
• Real-time Market 37%
• Payout 37%
• Conservative Model 37%
• Portfolio Weights 37%
• European Call 37%
• European Option Pricing 37%
• Dupire 37%
• Rational Investor 37%
• Forward Contracts 37%
• Implied Volatility Surface 37%
• Stochastic Dierential Equations 37%
• Option Portfolio 37%
• Corresponding Strategy 37%
• Non-observable 37%
• Reward-risk Ratio 37%

Mathematics

• Option Pricing 100%
• Fundamental Theorem 100%
• Spot Price 49%
• Month Period 49%
• Explicit Expression 49%
• Control Problems 49%
• Maximizer 49%
• Implied Volatility 49%