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  • Fractals in Finance: Understanding the Wick-Diamond June 23, 2024
  • Stock Market Burpees: An Introduction To The Jump-Diffusion Framework May 4, 2024
  • An alternative derivation of the Black-Scholes Call Option formula April 15, 2024

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Search

Recent Posts

  • Fractals in Finance: Understanding the Wick-Diamond June 23, 2024
  • Stock Market Burpees: An Introduction To The Jump-Diffusion Framework May 4, 2024
  • An alternative derivation of the Black-Scholes Call Option formula April 15, 2024

Cathegories

  • Black-Scholes (1)
  • Valuation (4)

Contact

changethemeasure@gmail.com

Change the Measure Quantitative Finance and Econometrics
Change the Measure Quantitative Finance and Econometrics
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Valuation

Fractals in Finance: Understanding the Wick-Diamond

Fractal models are becoming increasingly popular...
Enrique CalixtoJun 23, 2024Jun 23, 2024
Valuation

Stock Market Burpees: An Introduction To The Jump-Diffusion Framework

Nassim Taleb, mathematician and former options...
Enrique CalixtoMay 4, 2024May 11, 2024
Black-ScholesValuation

An alternative derivation of the Black-Scholes Call Option formula

In this post, I provide a...
Ricardo Parra QuinteroApr 15, 2024Apr 27, 2024
Valuation

A gentle introduction to Risk-Neutral Pricing

The problem of derivatives pricing is...
Ricardo Parra QuinteroApr 15, 2024Apr 15, 2024