Quantitative Finance Meta
to customize your list.
more stack exchange communities
Start here for a quick overview of the site
Detailed answers to any questions you might have
Discuss the workings and policies of this site
The model assumption of the Black-Scholes formula has two parameters for the geometric Brownian motion, the volatility $\sigma$ and the expected growth $\mu$ (which disappears in the option formulae). ...
Feb 8 '11 at 2:41
newest brownian-motion black-scholes questions feed
in 2 days
Hot Network Questions
Encountered unexpected growth Transaction log file size
How to work around partial specialization of function template?
Naive visualization of space-time curvature
Undefined Behavior Killed My Cat
Repeat a command every x interval of time?
What's the cleanest way to change a diaper on an airline flight?
How to politely communicate that I really can learn well only if I do it myself?
How to force a process transmit over UDP instead of TCP?
Did planes crash into the WTC on 9-11?
Ngons that look like Quads?
Should professors intervene if a student is wearing offensive clothing in their classroom?
Equation with an infinite number of solutions
Longest code to add two numbers
Alphanumeric Hello World
Global functions on WPMU
Changing a file's "Date Created" and "Last Modified" attributes to another file's
Does Adaptive Style really let you recover expended maneuvers?
Cisco callmanager SIP features
Sort characters by darkness
Elder wand: age or wood?
Multiply each element of an array by another array?
How are system commands like ls created?
Can humans eat grass?
Optimal way to store coordinates of a random point in 3D space in a texture?
more hot questions
Life / Arts
Culture / Recreation
TeX - LaTeX
Unix & Linux
Ask Different (Apple)
Geographic Information Systems
Science Fiction & Fantasy
Seasoned Advice (cooking)
Personal Finance & Money
English Language & Usage
Mi Yodeya (Judaism)
Cross Validated (stats)
Theoretical Computer Science
Meta Stack Overflow
Stack Overflow Careers
site design / logo © 2014 stack exchange inc; user contributions licensed under
cc by-sa 3.0