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
tag has no wiki summary.
Use of Girsanov's theorem in bond pricing
Assume that we want to calculate the time $t=0$ price of a bond: $B(0,T) = E_P[\exp(-\int_0^T r_s ds)]$, where $r$ is the interest rate following the SDE $dr_t=k(\theta-r_t)dt+\sigma ...
Mar 31 '14 at 9:58
recently active girsanov questions feed
frequent question tagged
Hot Network Questions
What's the point of using a pistol?
How can I defend against malicious GET requests?
How can I ensure users don't fear the word TEST in the invitation for usability testing?
Why is it bad practice to install SQL Server to the root of a drive
Grep the text which matches with a pattern
Generating Meshes with Conforming Boundaries for FEM
How can common users defend against the StageFright vulnerability?
How do I accurately and objectively capture the color of the setting sun?
Which component upgrades for longer rides
Is unit testing alone ever a good reason to expose private instance variables via getters?
Should I include the word 'this' in an in-paragraph hyperlink?
bullet in table not aligned
Is it possible to replace Internet with LEO satellites?
Creating a realistic world map - Coastlines
Creating "classes" in C, on the stack vs the heap?
Single Word Request for an adjective to replace my use of the word "gay" to describe
Theoretically, could we spend trillions and remove significant CO2 from atmosphere?
Progress bar completing too quickly
Signature and hash function properties
Why do full service airlines prefer to run a separate low-cost carrier?
Is throwing new RuntimeExceptions in unreachable code a bad style?
Should parsimony really still be the gold standard?
Why does a free-falling body experience no force despite accelerating?
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 Exchange
Stack Overflow Careers
site design / logo © 2015 stack exchange inc; user contributions licensed under
cc by-sa 3.0