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
Does the ring generated by the odd power sum symmetric functions have a name?
Whiskey in US movies out of plain glass decanters. A movie or culture thing?
Where is the mind referred to as being luminous?
Is there a good alternative to "low man on the totem pole"?
A circle in the plane contains at most four lattice points?
Why is this race in control of the Dominion?
Can we say "Finish your dish"
What layer do Nymphs spawn on?
Can GNU licenced software be used in corporate environments?
Coefficient of binomial expansion
How do you answer "Oh, you're a professor? What do you teach?"
Yellow leaves in hardy kiwi
Why can't we see light travelling from point A to B?
»Peter hatte angst« – Why do we use »hatte« instead of »war«?
How to cook spaetzle (German homemade noodles/pasta) without it ending up soggy?
Is an electron a superconductor?
What had I become?
64 bit ASCII weaving
Should I write my master's thesis in English, as a non-native speaker?
Is the DM Always Right?
Why does this code execute?
Apartment I never lived in is collecting against me. Recourse?
Why does 1366x768 resolution exist?
Automatic nuclear dead man's switch: How should such a device evaluate if a nation is wiped out?
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