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ChicagoCubs

Apparently, this user prefers to keep an air of mystery about them.

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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
1 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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