Network profile

Aldo Shumway

Reputation

232

232

Apr
Jul
Oct
Jan

Next privilege

250 Rep.

View close votes

Badges

2

9

Newest

Popular Question

Next badge

0/1

Impact

1 post edited

0 helpful flags

4 votes cast

7 Bookmarks

Votes Activity Newest Views Added

12

votes

1

answer

2k

views

Girsanov Theorem and Quadratic Variation

stochastic-calculus girsanov

Nov 26 '14 at 14:46 emcor 5,419

11

votes

4

answers

4k

views

What is the correct convexity adjustment for an Interest Rate Swap with unnatural reset lag?

interest-rate-swap convexity irs

Apr 1 at 11:44 user35980 361

6

votes

1

answer

4k

views

Girsanov Theorem for Quanto/Compo adjustment

stochastic-calculus

Jul 17 at 7:52 Quantuple 12.9k

4

votes

1

answer

272

views

Probability in different measures

probability risk-neutral-measure

Nov 3 '17 at 10:19 ragoragino 471

3

votes

1

answer

1k

views

Change of numeraire in options with currency exchange features

fx finance-mathematics numerairechange girsanov

Jul 2 '18 at 14:30 ahr1729 95

3

votes

1

answer

294

views

Estimating implied volatility of an index component with no vanilla options market

options volatility estimation

Jul 11 '18 at 9:19 Quantuple 12.9k

1

vote

1

answer

464

views

How to derive equivalent martingale measure using Ito's Lemma

martingale itos-lemma

May 17 '14 at 15:19 math 1,514

Quantitative Finance Stack Exchange works best with JavaScript enabled