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james42
  • Member for 7 years, 2 months
  • Last seen more than 1 year ago
14 votes
2 answers
893 views

The greeks: where do they come from?

8 votes
2 answers
6k views

How to compute the variance of this stochastic integral?

5 votes
2 answers
430 views

Fractional Brownian motion - probability density function of the increments

3 votes
0 answers
283 views

Arrow-Debreu Equilibrium Pricing

3 votes
0 answers
510 views

Multivariate Itô's lemma

3 votes
2 answers
128 views

Sums of random variables and independence

2 votes
0 answers
52 views

Texts on the Generalized Method of Moments

2 votes
0 answers
88 views

Financial theory

1 vote
2 answers
256 views

Expected Utility

1 vote
1 answer
276 views

Investor choice problem

1 vote
3 answers
205 views

Buy side techniques

1 vote
1 answer
180 views

Interest rate models

1 vote
1 answer
163 views

Good book about replicating portfolios

1 vote
0 answers
48 views

Volatility taxonomy

0 votes
2 answers
685 views

Corporate finance exercise book