Profile Activity

Aldo Shumway

Network Profile

Reputation

117

117
107
97

Jul
Oct
Jan
Apr

Top tag

forward-rate

Next privilege

125 Rep.

Vote down

Badges

1

8

Newest

Tumbleweed

Next badge

0/1

Impact

1 post edited

0 helpful flags

4 votes cast

summary answers questions tags badges favorites bounties reputation all actions

Questions (9)

votes activity newest

6	Martingale measure result application for interest rates under T-forward measure?
3	Equality under T-forward measure for convexity adjustment
2	Convexity adjustment when payment if after interest natural term?
2	How to calculate the product of forward rates with different reset times using Ito's lemma?
1	Hull Martingales and measures problem 27.16 7e?

View more →

Reputation (117)

This user has no recent positive reputation changes

View more →

Answer (1)

votes activity newest

0	Brownian motion

Tags (19)

0 forward-rate × 6	0 interest-rates × 3
0 risk-neutral-measure × 6	0 libor × 2
0 numerairechange × 5	0 convexity × 2
0 martingale × 5	0 valuation × 2
0 option-pricing × 4	0 market

View more →

Account (1)

Quantitative Finance

117 rep

18

Badges (9)

recent class name

Tumbleweed	Supporter
Editor	Scholar
Curious	Informed
Enthusiast	Student
Commentator

Active bounties (0)

active offered earned

This user has no active bounties

Votes Cast (4)

all time			by type
4	up		1	question
0	down		3	answer

Quantitative Finance Stack Exchange works best with JavaScript enabled