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| bio | website | |
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| location | ||
| age | ||
| visits | member for | 1 year, 9 months |
| seen | Aug 3 '12 at 14:14 | |
| stats | profile views | 4 |
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Apr 24 |
accepted | What mathematical characteristics are required from the asset price process in order to stay within the RNP framework? |
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Apr 23 |
comment |
What mathematical characteristics are required from the asset price process in order to stay within the RNP framework? Aha, so does this imply that all models need to evaluated using PDE methods before one finds more practical pricing methods? |
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Apr 22 |
comment |
What mathematical characteristics are required from the asset price process in order to stay within the RNP framework? Thanks for this. I should have specified that what I meant with RNP-framework is the fact that you can discount whatever payoff you are able to conjure up, at the risk free rate instead of some rate that takes into account the uncertainty of this payoff. So my question really is, what must be in place in order for it to be ok to do this. |
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Apr 22 |
asked | What mathematical characteristics are required from the asset price process in order to stay within the RNP framework? |
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Apr 9 |
awarded | Supporter |
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Apr 9 |
awarded | Scholar |
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Apr 9 |
accepted | Do weights from portfolio theory contain bias? |
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Apr 9 |
comment |
Do weights from portfolio theory contain bias? Thank you very much for this! :) I much appreciate the additional information, and will check it out. |
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Apr 9 |
asked | Do weights from portfolio theory contain bias? |
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Nov 14 |
awarded | Student |
