Jim's user avatar
Jim's user avatar
Jim's user avatar
Jim
  • Member for 8 years, 1 month
  • Last seen more than 7 years ago
7 votes
1 answer
7k views

Girsanov Theorem for Quanto/Compo adjustment

6 votes
1 answer
7k views

Calendar Arbitrage in a Vol Surface

2 votes
1 answer
2k views

Quanto/Compo adjustments - Product of two geometric brownian motion

2 votes
1 answer
823 views

"Expectation" of a FX Forward

2 votes
1 answer
149 views

Second Moment of Stock Process

1 vote
1 answer
90 views

Expected Value of Products of Processes