Quantitative Finance
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ChicagoCubs
  • Member for 7 years, 9 months
  • Last seen more than 2 years ago
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All Questions Answers
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question
4
How to calculate daily risk free interest rates
Dec 6, 2015
answer
4
Is it possible that under Black-Scholes: $\ln S_{T} \sim N \left ( \ln S_t - \frac{1}{2}\sigma^2(T-t), \sigma^2(T-t) \right )$
Jun 7, 2016
question
3
Is it possible that under Black-Scholes: $\ln S_{T} \sim N \left ( \ln S_t - \frac{1}{2}\sigma^2(T-t), \sigma^2(T-t) \right )$
Jun 4, 2016
question
2
Find the parameter $d$ of the Affine Option Pricing Model in Duffie, Pan and Singleton (2000)
Jun 5, 2016
question
1
Multi-factor APT model in practice: non-zero mean factors, observations needed and portfolios
Mar 29, 2016
question
0
Mean Variance Analysis: what does the solution of the following exercise tells me?
Nov 2, 2014
Top network posts
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6
Present value of a payment
6
What are FOCs and SOCs?
5
Deegrees of freedom of Student's distribution

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