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
Learn more about Stack Overflow the company
Learn more about hiring developers or posting ads with us
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 dB_t=b(r_t)dt+\...
Mar 31 '14 at 9:58
recently active girsanov questions feed
frequent question tagged
Salary transparency at Stack Overflow
Hot Network Questions
A method to cause maximum pain to a human
What makes trading cities rich?
How can I retrieve a directory (folder) from Ubuntu Server 14.04 VM without FTP, SCP, or NFS
Seeing into the past
What's the difference between replying to someone else and forward in Inbox / Gmail?
Should we refer to a female "senator" as a "senatrix"?
Designing fictional non-competitive games
How many times may a character attempt a skill roll for the same test?
Partial factorisations of a positive integer
How to get latest Skype for Linux version from repository?
My employer (client) wants me to work in “ghost” mode
Is this lot drawing fair?
Can one make a *purely negative* contribution to a paper?
Are Newton's laws invalid in real life?
All logins used on an instance is 'SA'
An unusual and very hard number sequence problem
Merging the knots vector to get the common knots vector
Why it is called "The Ides of March"?
How should high net worth individuals secure their financial accounts?
Why the left margin in is bigger than the one set by using the "geometry" package?
Repeated demand for citing a certain paper in the referee report
Why is the drogue parachute jettisoned on the runway?
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