Quantitative Finance
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MinaThuma
  • Member for 2 years, 9 months
  • Last seen more than a month ago
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14
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7
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50
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6
Posts
43
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5
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36
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4
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29
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Top posts
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question
12
Does banks' profitability really suffer under low interest rates
Aug 17, 2019
question
8
How exactly are corporate bonds priced at issue
Aug 12, 2019
question
5
Best topics to begin Quantitative Finance Research/Programming
Oct 23, 2019
question
3
What does 5 year OIS actually mean?
Sep 3, 2019
question
3
How do the following aspects lead to U.S. Repo shortfalls
Sep 19, 2019
question
3
Does CRR Model lose completeness if we add another instrument?
Feb 13, 2021
question
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, 2021
question
2
If 10s20s steepener have equal DV01 weighting on each swap then why does convexity play a role in MtM
Sep 8, 2019
question
2
Why does change in Sight Deposits reflect Swiss National Bank FX action
Sep 17, 2019
question
1
How would this 10s/20s steepener work
Sep 4, 2019
Top network posts
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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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