Quantitative Finance
quasi's user avatar
quasi's user avatar
quasi's user avatar
quasi
  • Member for 10 years, 11 months
  • Last seen more than a month ago
  • United States
Profile Activity

19 Answers

Score Activity Newest
17 votes

Strictly local martingales: what is the intuition behind them?

7 votes

Ito's formula for Jump process

6 votes

Does risk-neutral measure have anything to deal with risk-neutrality in utility theory?

6 votes
Accepted

Simple question about stochastic differential

5 votes
Accepted

Definition of orthogonality and independence for a stochastic processes

5 votes
Accepted

Difference betweem martingale property and adapted filteration

4 votes
Accepted

Multidimensional Ito's Lemma for Vector-Valued functions

4 votes

Central Limit Theorem and Lévy processes

4 votes

unique equivalent martingale measure in incomplete markets

3 votes

George Soros models

3 votes

What is the significance of Relative Risk Aversion

3 votes

The distribution of jump gaps for Levy processes

3 votes
Accepted

Places to make quant code/tools publicly avaliable

2 votes
Accepted

Covariance of brownian motion and its time average

2 votes

Desired portfolio volume based on utility theory

2 votes

Understanding Girsanov's theorem in Bjork's book

1 vote
Accepted

Problems to understand a stochastic DGL equality

1 vote

Simple question about expected value of brownian motion

0 votes
Accepted

Under an EMM, does there necessarily exist a replicating portfolio?

Your privacy

By clicking “Accept all cookies”, you agree Stack Exchange can store cookies on your device and disclose information in accordance with our Cookie Policy.