# Tag Info

### How can I learn stochastic process & stochastic calculus in two weeks?

This is impossible unless you are very intelligent with good memory-retention skills and already mathemathically proficient in the field of analysis and statistics (and no, a single course in basic ...
• 101
Accepted

• 5,008
1 vote

### Poisson process under equivalent martingale measure

Consider a radon nikodym derivative, the Random variable: $Z(w)= 1_{N(T,w)=1}+1-Pr(N(T)=1)$. It is admissible since it is always positive and has an expectation 1. This will lead us to the formation ...
• 1,875
1 vote
Accepted

### Arbitrage free in a Black-Scholes/Poisson model

This is easy to answer with the meta theorem given in the same chapter. Here you have two sources of randomness (W and N), and one risky asset. Q1: Arbitrage generally happens when you have more ...
1 vote

### Marked poisson process vs compounded

The compound Poisson process isn't technically a marked process because we formulate the process with respect to $\sum_i D_i$ instead of $(\tau_i, D_i)$. However the compound process is constructed ...
• 111

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