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
Would eating a packet of cigarettes be fatal?
HTML Input of type text for passwords
To tell the name of a person I met in the past
Can the wizard in our group prepare a spell from the spellbook of an NPC wizard?
bullet in table not aligned
Filtered ports - What exactly filters them?
Word meaning "to make more accurate"?
How can I place software in the public domain
Generating Meshes with Conforming Boundaries for FEM
Can I paint a texture within the UV viewport?
How critical is it to match the stock fuel pressure regulator pressure when replacing it?
Dropped Index during Database Engine Tuning Advisor
Progress bar completing too quickly
My conference paper got rejected. Will it be bad for my PhD performance?
A code golf challenge, m'kay
Did Tolkien ever specify that Orodruin was a volcano?
Juntar ou ajuntar?
Is "Stack Exchange use" a valuable skill on my CV?
NMinimize fails on Mesh?
Should I include the word 'this' in an in-paragraph hyperlink?
How do you answer "Oh, you're a professor? What do you teach?"
which is more correct ? either "Thank you for your Kindly attention." or "Thank you for you Kind Attention."
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