User MinaThuma - Quantitative Finance Stack Exchange

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MinaThuma

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

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16

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Member for 1 year, 11 months
36 profile views
Last seen Jun 22 at 15:08

Communities (9)

Top network posts

10 If I know $E[\xi]=1$, what can I say about $E[\log (\xi)]$?
7 Why is $\sigma(B_{s}-s: 0\leq s\leq t)$ strictly included in $\mathcal{F}_{t}^{B}$
5 Why is Convolution Well-Defined (Simple Example)
5 Question on $\mathbb E_{X_{t_{n-2}}}[1_{B_{n-1}}(X_{t_{n-1}-t_{n-2}})\mathbb E_{X_{t_{n-1}}}[1_{B_{n}}(X_{t_{n}-t_{n-1}})]]$
5 $E[\exp(t \Delta_{N})]\le\exp(t^2(b-a)^2/8)$ and $E[\Delta_{N}\lvert F_{N-1}]=0$, why is $E[\exp(t \Delta_{N})\lvert F_{N-1}]\le\exp(t^2(b-a)^2/8)$
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options

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Posts 9

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risk-neutral-measure

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arbitrage

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fixed-income

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interest-rates

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swaps

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Top posts (16)

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12 Does banks' profitability really suffer under low interest rates Aug 17 '19

8 How exactly are corporate bonds priced at issue Aug 12 '19

5 Best topics to begin Quantitative Finance Research/Programming Oct 23 '19

3 What does 5 year OIS actually mean? Sep 3 '19

3 How do the following aspects lead to U.S. Repo shortfalls Sep 19 '19

3 Does CRR Model lose completeness if we add another instrument? Feb 13

3 Why does it hold true that $\theta_{t} d\overline{X}_{t}$ is a local $Q$ martingale if $\overline{X}$ is a local $Q$ martingale Mar 8

2 If 10s20s steepener have equal DV01 weighting on each swap then why does convexity play a role in MtM Sep 8 '19

2 Why does change in Sight Deposits reflect Swiss National Bank FX action Sep 17 '19

1 How would this 10s/20s steepener work Sep 4 '19

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