Quantitative Finance
user9078057's user avatar
user9078057's user avatar
user9078057's user avatar
user9078057
  • Member for 5 years, 2 months
  • Last seen more than 1 year ago
Profile Activity
Stats
83
reputation
3k
reached
0
answers
14
questions
Communities
View all
Badges
This user doesn’t have any gold badges yet.
1
silver badge
6
bronze badges
Top tags
View all tags
0
Score
9
Posts
64
Posts %
0
Score
7
Posts
50
Posts %
0
Score
6
Posts
43
Posts %
0
Score
5
Posts
36
Posts %
0
Score
4
Posts
29
Posts %
0
Score
4
Posts
29
Posts %
Top posts
View all questions and answers
All Questions Answers
Score Newest
question
7
Why does the diffusion term remain the same when we change pricing measure?
Jan 24, 2022
question
4
How am I supposed to understand the following statement on the convexity adjusted rate
Jan 27, 2022
question
4
Advantages of pathwise calculus over stochastic calculus in continuous self-financing trading models
Mar 16, 2020
question
3
Why are quadratic variation and rough paths so important in quantitative finance?
Mar 12, 2020
question
3
Where does the term $\gamma$ come from when moving from measure $\mathbb Q^{N}$ to $\mathbb Q^{M}$?
Jan 29, 2022
question
2
Analytical evaluation of the following caplet-type product under lognormal assumptions
Feb 15, 2022
question
2
If $\Delta \log(V_{t})$ behaves like the increments of fractional Brownian motion, why do we model the rough volatility as follows
Jun 27, 2022
question
2
Finding the distribution of $I(T_{1},T_{n})$ under an appropriate measure if the forwards are lognormal? [duplicate]
Jan 26, 2022
question
1
If any zero coupon bond $P(T)$ can be chosen as a numéraire, then why can the rolling bond for any time discretization be chosen as numéraire
Jan 21, 2022
question
1
Functional Analysis or Ordinary Differential Equations? [closed]
Feb 1, 2019
Top network posts
View all network posts
8
$\mu$ is $\sigma$-finite $\iff \exists$ function $f \in \mathcal{L}^{1}(\mu)$ with $f(x)>0$ for all $x \in X$
6
Misconception on Jordan Canonical Form
5
Intuition: $]0,\infty[: \{x \mapsto \arctan{(nx)}: n \in \mathbb N\}$
5
Show that $P(\lim\limits_{n\to \infty} X_{n}=0 \operatorname{or} 1)=1$ and if $X_{0}=\theta$ then $P(\lim\limits_{n\to \infty} X_{n}=1)=\theta$
5
How to create well-aligned, clean structure to define a function (mathematics)?

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.