dayum's user avatar
dayum's user avatar
dayum's user avatar
dayum
  • Member for 5 years, 11 months
  • Last seen this week
5 votes
2 answers
1k views

Bayes Theorem with change of measure

4 votes
1 answer
1k views

negative values in geometric brownian motion

3 votes
2 answers
936 views

performance measure using pnl series

2 votes
3 answers
369 views

Risk neutral measure doubt

2 votes
0 answers
85 views

linear stochastic discount factor

1 vote
0 answers
413 views

Reduced form of credit model

1 vote
1 answer
1k views

Is market price of risk always negative?

1 vote
2 answers
163 views

varswap replication doubt

1 vote
0 answers
187 views

kolmogorov backward equation intuition

1 vote
0 answers
263 views

basic difference between interest rate models

1 vote
4 answers
1k views

sharpe ratio from regression

1 vote
0 answers
25 views

From one period to multi period risk neutral pricing

0 votes
1 answer
109 views

option price change

0 votes
1 answer
460 views

pricing deliverable vs non-deliverable fx forwards