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Quantitative Finance
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Bravo
  • Member for 11 years, 11 months
  • Last seen more than a month ago
  • London, United Kingdom
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15 Questions

Score Activity Newest Views
8 votes
3 answers
2k views

How do we determine the "correct measure"?

8 votes
1 answer
3k views

What is a Brownian motion "under the risk-neutral measure"?

7 votes
2 answers
1k views

Radon Nikodym derivative when changing numeraires

6 votes
1 answer
1k views

How is Radon-Nikodym derivative different from the likelihood ratio?

5 votes
1 answer
2k views

What does EUR 5y2y-7y3y-10y5y mean?

5 votes
4 answers
362 views

Does the non-causal nature of quant models limit their applicability?

5 votes
2 answers
2k views

Dynamic hedging strategy example

2 votes
1 answer
695 views

What is the difference between a volatility smile and a correlation smile?

2 votes
1 answer
100 views

How to compute the Present Value of this path-dependent option?

1 vote
0 answers
182 views

How to use Girsanov theorem for complicated RN derivatives?

1 vote
1 answer
658 views

How do we derive the Radon-Nikodym derivative for T-forward measures?

0 votes
1 answer
2k views

Derivation of Swap rate formula

0 votes
0 answers
89 views

How does modeling provide an edge to banks in the derivatives space?

0 votes
0 answers
113 views

What does proprietary trading for derivatives mean?

-4 votes
1 answer
928 views

Why do we need derivatives? [closed]