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hulik

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255 reputation
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visits member for 7 months
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255 reputation
 bio website visits member for 7 months
7 badges
 location seen May 14 at 6:49
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3 Offered bounties for 250 reputation

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1
8
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+100

reasonable asymptotic elasticity in utility maximization (paper by Kramkov / Schachermayer)

mathematics utility-theory
apr 30 at 16:17 quasi 681
1
5
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2
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355
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+100

Why does the future price dominate the forward price and why doesn't the long rate fall?

interest-rates mathematics pricing-formulae term-structure
feb 17 at 13:22 bonCodigo 154
3
7
votes
3
answers
237
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+50

What is the relationship between Forward measures and LMM?

interest-rates fixed-income forward-measure
feb 6 at 16:19 Christian Fries 901
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