Timeline for How do I price $P(t)=P(t,T_{n})+\sum_{i=1}^{n}[P(t,T_{i-1})-P(t,T_{i})]$?
Current License: CC BY-SA 3.0
10 events
when toggle format | what | by | license | comment | |
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Oct 12, 2015 at 10:22 | vote | accept | pual ambagher | ||
Jul 16, 2015 at 2:54 | history | edited | SRKX | CC BY-SA 3.0 |
deleted 18 characters in body; edited title
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Jul 15, 2015 at 18:44 | answer | added | Gordon | timeline score: 3 | |
Jul 15, 2015 at 9:42 | answer | added | user16891 | timeline score: 1 | |
Nov 7, 2014 at 14:37 | history | tweeted | twitter.com/#!/StackQuant/status/530730722433069059 | ||
Nov 7, 2014 at 13:23 | history | edited | pual ambagher | CC BY-SA 3.0 |
edited body
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Nov 7, 2014 at 13:22 | comment | added | pual ambagher | @Richardour. your right all the $P$ are same. I took mistake. | |
Nov 7, 2014 at 12:44 | comment | added | Richi Wa | You should go more into detail. What the difference between $P$ and $p$? $p$ does not appear in the formula. I assume $P$ are the prices of zero-coupon bonds? | |
Nov 7, 2014 at 8:58 | review | First posts | |||
Nov 7, 2014 at 9:05 | |||||
Nov 7, 2014 at 8:57 | history | asked | pual ambagher | CC BY-SA 3.0 |