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james42
  • Member for 9 years, 4 months
  • Last seen more than 1 year ago
14 votes
2 answers
1k 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
490 views

Fractional Brownian motion - probability density function of the increments

4 votes
0 answers
333 views

Arrow-Debreu Equilibrium Pricing

3 votes
0 answers
656 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
364 views

Expected Utility

1 vote
1 answer
410 views

Investor choice problem

1 vote
3 answers
256 views

Buy side techniques

1 vote
1 answer
206 views

Interest rate models

1 vote
1 answer
198 views

Good book about replicating portfolios

1 vote
0 answers
55 views

Volatility taxonomy

0 votes
2 answers
732 views

Corporate finance exercise book