Timeline for The meaning of risk-neutral pricing?
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
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| Oct 26, 2016 at 12:09 | comment | added | M. Jeunesse | hum... I modify my answer | |
| Oct 26, 2016 at 12:09 | history | edited | M. Jeunesse | CC BY-SA 3.0 |
added 304 characters in body
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| Oct 26, 2016 at 2:38 | comment | added | kayneo | Thank you very much. I agree with U. However, if we seperate the funding and lending rate for unsecurities $r_F$ and stock collateral $r_R$, the identity should change to $d\Pi = (r_FV-\Delta r_RS)d t$, right? | |
| Oct 25, 2016 at 12:51 | history | answered | M. Jeunesse | CC BY-SA 3.0 |