Quantitative Finance
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elbarto

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

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  • London, United Kingdom
  • Member for 5 years, 2 months
  • 11 profile views
  • Last seen Apr 5 at 5:17

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5 Why is the black-scholes model arbitrage free when σ>0? May 19 '15
2 How can I make this portfolio self-financing? May 19 '15
2 Computing Buy-and-hold abnormal returns (BHARs) $= \prod_{t=\tau_1}^{\tau_2}(1+R_{i,t}) - \prod_{t=\tau_1}^{\tau_2}(1+R_{m,t})$ Oct 21 '16
1 Model of asset substitution/risk shifting in continuous time Nov 1 '18
1 Term Structure and short rates May 10 '15

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