Quantitative Finance
codelearner's user avatar
codelearner's user avatar
codelearner's user avatar
codelearner
  • Member for 2 years, 7 months
  • Last seen more than a month ago
  • UK
Profile Activity
Stats
383
reputation
2k
reached
0
answers
9
questions
Communities
View all
Badges
This user doesn’t have any gold badges yet.
1
silver badge
5
bronze badges
Top tags
View all tags
0
Score
3
Posts
33
Posts %
0
Score
3
Posts
33
Posts %
0
Score
3
Posts
33
Posts %
0
Score
2
Posts
22
Posts %
0
Score
2
Posts
22
Posts %
0
Score
2
Posts
22
Posts %
Top posts
All Questions Answers
Score Newest
question
7
Let $\mathbb{P} \sim \mathbb{Q} \sim \mathbb{R}$ be equivalent probability measures on some measurable space
Sep 5, 2021
question
5
Show a model is complete but not free of arbitrage
Aug 8, 2021
question
3
Volatility and drift of the instantaneous forward rate under risk neutral measure using the zero coupon bond
Aug 27, 2021
question
3
EMM for Bachelier model
May 13, 2021
question
3
Change of measure for a stochastic process to be a martingale
May 15, 2021
question
2
Solving SDE Dubins-Schwarz Theorem
May 15, 2021
question
2
Proof about discounted zero coupon bond
Aug 15, 2021
question
2
HJM drift condition problem: Show that the HJM drift condition implies $b(t) \equiv b, \rho^{2}(t) \equiv a$
Aug 24, 2021
question
0
option pricing formula for $S_{t}=S_{0}+\mu t+\sigma B_{t}$ where r = 0
May 14, 2021

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.