Quantitative Finance
ChicagoCubs
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4
How to calculate daily risk free interest rates
Dec 6 '15
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 '16
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 '16
2
Find the parameter $d$ of the Affine Option Pricing Model in Duffie, Pan and Singleton (2000)
Jun 5 '16
1
Multi-factor APT model in practice: non-zero mean factors, observations needed and portfolios
Mar 29 '16
0
Mean Variance Analysis: what does the solution of the following exercise tells me?
Nov 2 '14
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Present value of a payment
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What are FOCs and SOCs?
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Deegrees of freedom of Student's distribution

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