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MinaThuma
  • Member for 4 years, 10 months
  • Last seen more than 2 years ago
3 votes
0 answers
54 views

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

3 votes
1 answer
184 views

Does CRR Model lose completeness if we add another instrument?

1 vote
1 answer
397 views

What is the interpretation if the real world measure $\mathbb P$ is equal to the martingale measure $\mathbb Q$

0 votes
0 answers
79 views

Given the density function of $S^{1}$ in one-period model, find the risk-neutral measure

1 vote
0 answers
32 views

Mismatch of periods with numeraire compared to the forward rates

1 vote
1 answer
205 views

Risk-Neutrality: Discount factors of the $P$ world according to risk preferences?

5 votes
2 answers
6k views

Best topics to begin Quantitative Finance Research/Programming

3 votes
2 answers
124 views

How do the following aspects lead to U.S. Repo shortfalls

2 votes
0 answers
567 views

Why does change in Sight Deposits reflect Swiss National Bank FX action

2 votes
1 answer
578 views

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

1 vote
1 answer
1k views

How would this 10s/20s steepener work

3 votes
1 answer
2k views

What does 5 year OIS actually mean?

12 votes
4 answers
3k views

Does banks' profitability really suffer under low interest rates

7 votes
2 answers
1k views

How exactly are corporate bonds priced at issue