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 at 9:58
recently active girsanov questions feed
frequent question tagged
Hot Network Questions
What is transformational relativity (Star Trek)?
How to [politely?] tell software vendor they don't know what they're talking about
Is "the oft-cited XKCD scheme [...] no longer good advice"?
How major pentatonic scale is built?
Combination of quadratic and arithmetic series
Beginning percussive guitar
Counting comma separated characters in a row
Triangular numbers boolean function
Are there English equivalents to a Japanese old saying, “Be the mouth of cock rather than remaining as the tail of ox”?
Yet another FizzBuzz
Finding if a function is onto?
Draw with your CPU
How to join objects with Python?
What do you call someone who was doing bad, and he doesn't anymore?
Represent a real number without loss of precision
Should I use ''by'' or ''at''?
Function that prints a different value than it returns
FizzBuzz in Objective-C
Why can I use the same name for iterator and sequence in a Python for loop?
Labeling triangle edges in Mathematica 10
Text-based adventure game with combat and game-reset functionality
Programming for future use of interfaces
Is it safe to be in a vehicle during lightning/thunderstorms?
Is the Voyager episode "Threshold" considered canon?
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 © 2014 stack exchange inc; user contributions licensed under
cc by-sa 3.0