Quantitative Finance
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wsw
  • Member for 11 years, 1 month
  • Last seen more than 1 year ago
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All Questions Answers
Score Newest
answer
17
Why is this stochastic integral a martingale?
Dec 8, 2014
answer
11
how to derive yield curve from interest rate swap?
May 11, 2013
answer
9
Recommendations for books to understand the math in quantitative finance papers?
Nov 29, 2012
answer
7
What is the average stock price under the Bachelier model?
Dec 8, 2012
answer
6
price of a "Cash-or-nothing binary call option"
May 19, 2013
answer
5
Version of Girsanov theorem with changing volatility
Dec 6, 2012
answer
5
How to implement a long-term trade on oil?
Mar 4, 2013
answer
4
Integration of stochastic total derivative
Oct 4, 2013
answer
4
How to create a Stochastic Process through pre specified points?
Oct 31, 2012
answer
4
Calculate theoretical forward price of a stock
Dec 17, 2015
Top network posts
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5
Backward PDE for a mean-reverting stochastic process
5
Permutation test for two distributions with the same mean but unequal variance

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