# Questions tagged [math]

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### Residual Income Valuation with Term Structure

I'm implementing a residual income model (RIM) to value stocks as described by Ohlson. https://pdfs.semanticscholar.org/c0a5/4ef41311951fe406d15cd7d7ce19502cdc7c.pdf The key to this model is ...
51 views

### partial derivatives of multivariable function

Looking to verify whether the following formulation is correct. Suppose we have the following function, relationships: $$y=f(x)$$ $$x=g(a,b)$$ $$y=f[g(a,b)]$$ Is the below correct (including ...
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### Joshi, Exercise 2.7 Concepts of Mathematical Finance

Let $D(K)$ pay $(S - K)^2$ if $S > K$, zero otherwise. Show that if $D(K)$ is differentiable function of $K$ then the third derivative w.r.t $K$ is non-negative. From what the hint in the book, we ...
75 views

### Moving average variance [closed]

I have generated a random series of returns drawn from a normal distribution and generated a random price series by compounding these returns (X) so $P_i = P_1(1+X)^i$. I want to show the analytic ...
188 views

### What jobs in Finance are most math intensive? [closed]

I'm a math major and I've always been really interested in Finance; however, I'm starting to enjoy math more and more and would like to know which jobs in Finance use the most/more advanced math. Also,...