Quantitative Finance
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izimath

Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 2 years, 11 months
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  • Last seen Feb 11 at 15:14

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11 Finding distribution of $\int_0 ^T uW_u du$ May 8 '18
2 Browian motion: $P(B_1<4 | B_2 =1)$ Apr 22 '18
1 For a market with a bank and risky assets $S_1, S_2$ with different volatility, what should be the short interest rate in this market? May 23 '18
1 Browian motion: $P(B_1<4 | B_2 =1)$ Apr 23 '18
1 For a market with a bank and risky assets $S_1, S_2$ with different volatility, what should be the short interest rate in this market? May 23 '18
0 Calculate $Cov(e^ {B_t} ,e^{B_s})$ May 1 '18

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