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dayum
  • Member for 7 years, 4 months
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5 votes
2 answers
1k views

Bayes Theorem with change of measure

4 votes
1 answer
2k views

negative values in geometric brownian motion

3 votes
2 answers
1k views

performance measure using pnl series

2 votes
3 answers
386 views

Risk neutral measure doubt

2 votes
0 answers
170 views

linear stochastic discount factor

1 vote
0 answers
423 views

Reduced form of credit model

1 vote
1 answer
2k views

Is market price of risk always negative?

1 vote
0 answers
258 views

kolmogorov backward equation intuition

1 vote
0 answers
290 views

basic difference between interest rate models

1 vote
4 answers
2k views

sharpe ratio from regression

1 vote
0 answers
27 views

From one period to multi period risk neutral pricing

0 votes
2 answers
266 views

varswap replication doubt

0 votes
1 answer
134 views

option price change

0 votes
1 answer
567 views

pricing deliverable vs non-deliverable fx forwards