User dayum - Quantitative Finance Stack Exchange

dayum

Member for 7 years, 1 month
Last seen more than a month ago

Meta user

14 Questions

Score Activity Newest Views

5 votes

2 answers

1k views

Bayes Theorem with change of measure

asked Feb 22, 2019 at 21:35

4 votes

1 answer

2k views

negative values in geometric brownian motion

asked Jan 28, 2019 at 18:55

3 votes

2 answers

1k views

performance measure using pnl series

asked Jul 25, 2018 at 4:41

2 votes

3 answers

380 views

Risk neutral measure doubt

asked Feb 17, 2018 at 2:00

2 votes

0 answers

146 views

linear stochastic discount factor

asked Dec 10, 2020 at 22:31

1 vote

0 answers

420 views

Reduced form of credit model

asked Dec 17, 2020 at 16:47

1 vote

1 answer

2k views

Is market price of risk always negative?

asked Dec 9, 2020 at 21:48

1 vote

0 answers

239 views

kolmogorov backward equation intuition

asked Feb 12, 2019 at 5:38

1 vote

0 answers

283 views

basic difference between interest rate models

asked Sep 3, 2018 at 1:48

1 vote

4 answers

2k views

sharpe ratio from regression

asked Sep 11, 2018 at 2:35

1 vote

0 answers

26 views

From one period to multi period risk neutral pricing

asked Oct 11, 2018 at 5:18

0 votes

2 answers

259 views

varswap replication doubt

asked Apr 17, 2018 at 17:12

0 votes

1 answer

131 views

option price change

asked Aug 20, 2018 at 0:11

0 votes

1 answer

536 views

pricing deliverable vs non-deliverable fx forwards

asked Apr 18, 2019 at 16:44