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
Change numerical plot labels on one axis to strings
What is this Windows Vista/7 window doing on the wall in episode 3 of Re-Kan?
It was dark by now
How to interpret these acf and pacf plots
Latex distributions. What are their main differences?
difference between "would" and "will" when talking about the future
Is minimizing squared error equivalent to minimizing absolute error? Why squared error is more popular than the latter?
Draw a Random ASCII Art Quilt
Why do some bank websites use passwords that are not case sensitive?
A Pyrrhic defeat?
Find the area of a cyclic octagon
LaTeX "Variables" - \@varname
Hodorize a String
Where did the Buddha say that the minor rules for monks could be ignored?
The Three Laws of TDD and private methods
Why is it important to focus on user needs as opposed to requests?
Were the Headmasters of Hogwarts prohibited from teaching?
Is "I like dogs but cats" a valid sentence?
Error in my proof?
Minimum base to count to a string
What are the differences between a standard Merlin engine and the Merlin Vacuum engine?
Could Falcon 9 splash down IN water?
What are spokeshaves and what is their intended use?
Is there an alternative to the scientific method?
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