Quantitative Finance
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Kevin's user avatar
Kevin
  • Member for 4 years, 5 months
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259 Answers

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1 vote

Realized Volatility Methods

1 vote
Accepted

A concrete example of a stochastic discount factor

1 vote
Accepted

Pricing various classes of derivatives and replicating them

1 vote

The relationship between no-arbitrage and the law of one price

1 vote

Testing one asset pricing model against another a la Cochrane: a counterexample

1 vote
Accepted

Solution to geometric Brownian motion with time dependent volatility and drift?

1 vote
Accepted

Transition density of geometric Brownian motion with time-dependent drift and volatility

1 vote
Accepted

What is the link between the SDF in the Black-Scholes-Merton model and the exponential process in Girsanov's theorem?

1 vote

Why Bond pricing formula is changed?

1 vote

Stochastic Interest Rates in Option pricing

1 vote

Appropriate regression when multiple dependent values for same independent value

1 vote
Accepted

"using daily returns over rolling annual periods from the regression"

0 votes
Accepted

Weighting schemes - Volatility

0 votes
Accepted

How to use ARMA GARCH to do forecasting in R?

0 votes

HEDGING WITH A PUT OPTION

0 votes
Accepted

Stochastic Processes (Applying Ito's Lemma on Ho-Lee Model )

0 votes
Accepted

Integration and expectation of geometric Brownian motion

0 votes

How to interpret and define statistics of GBM output

0 votes

What's some good literature for Fourier transform methods?

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