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james42
  • Member for 9 years
  • Last seen more than 1 year ago
14 votes
2 answers
984 views

The greeks: where do they come from?

8 votes
2 answers
8k views

How to compute the variance of this stochastic integral?

5 votes
2 answers
483 views

Fractional Brownian motion - probability density function of the increments

4 votes
0 answers
329 views

Arrow-Debreu Equilibrium Pricing

3 votes
0 answers
631 views

Multivariate Itô's lemma

3 votes
2 answers
136 views

Sums of random variables and independence

2 votes
0 answers
54 views

Texts on the Generalized Method of Moments

2 votes
0 answers
92 views

Financial theory

1 vote
2 answers
363 views

Expected Utility

1 vote
1 answer
385 views

Investor choice problem

1 vote
3 answers
251 views

Buy side techniques

1 vote
1 answer
199 views

Interest rate models

1 vote
1 answer
191 views

Good book about replicating portfolios

1 vote
0 answers
53 views

Volatility taxonomy

0 votes
2 answers
716 views

Corporate finance exercise book