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hulik

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260 reputation
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visits member for 7 months
seen May 14 at 6:49
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260 reputation
bio website visits member for 7 months
7 badges
location seen May 14 at 6:49
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15 Questions

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8
reasonable asymptotic elasticity in utility maximization (paper by Kramkov / Schachermayer)
8
Hedging duality
8
Pricing in HJM framework
7
Utility maximisation
7
What is the relationship between Forward measures and LMM?
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260 Reputation

+30 characterization of coherent risk measures
+40 reasonable asymptotic elasticity in utility maximization (paper by Kramkov / Schachermayer)
+35 Utility maximisation
+5 Hedging duality
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0 Answers

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20 Tags

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mathematics × 7
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pricing-formulae × 2
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interest-rates × 5
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valuation
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probability × 2
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hedging
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utility-theory × 2
0
replication
0
arbitrage × 2
0
coherent-risk-measure
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4 Accounts

Quantitative Finance Stack Exchange Quantitative Finance 260 rep 7
Cross Validated Cross Validated 101 rep 1
Theoretical Computer Science Stack Exchange Theoretical Computer Science 95 rep 7
Mathematics Stack Exchange Mathematics 68 rep 29

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