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Jason chiu

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4 Questions

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1

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Geometric Brownian Motion: percentage returns vs log-returns

stochastic-calculus brownian-motion

Feb 5 '17 at 19:07 Gordon 18.9k

2

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2

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437

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Would a cash-settled American Option ever be optimal to early exercised?

options american-options

Mar 5 '17 at 16:45 Nivel Egres 126

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DV01 of Interest rate swap

interest-rate-swap

Sep 3 '17 at 15:43 Attack68♦ 6,957

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What is the distribution of percentage return in general?

lognormal return normal

Feb 5 '17 at 11:34 Jason chiu 85

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