Quantitative Finance Meta
to customize your list.
more stack exchange communities
Reputation and Badges
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 usage guidance.
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
If an electron has 0 electric potential after passing through a resistor, how does it flow to the other terminal
Filter out and add up
A language made of a silence
Could the law be implemented as a computer program?
What is the shape of the focal plane?
What’s the right character for an apostrophe?
Risk-return trade-off — solving a convex optimzation
Is there such a thing as an electric-ONLY acoustic guitar?
Refusing to cite paywalled papers
Is it appropriate to punish a player who snatches thing from under the other players?
Single word for "Someone who's in on a secret"
How can a rocket's self-destruct make for a safer situation than being out-of-control?
Send link to a document/draft instead of attaching it to mail
How would PCs go about capturing an enemy?
PBR painting directly
Has anyone ever drawn a football field in latex?
Bijective mapping from integers to a variable number of bits
How to print "Spring" if in month is in Jan-June? Otherwise "Fall"?
Are indexed Wordpress admin pages a security threat?
Highlighting First Occurence of Word. Making it Case Insensitive
What are the Advantages & Disadvantages of a Boxer engine?
Pay off car loan entirely or leave $1 until the end of the loan period?
What are these iptables rules
more hot questions
Life / Arts
Culture / Recreation
TeX - LaTeX
Unix & Linux
Ask Different (Apple)
Geographic Information Systems
Science Fiction & Fantasy
Movies & TV
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 © 2016 Stack Exchange Inc; user contributions licensed under
cc by-sa 3.0