Kian's user avatar
Kian's user avatar
Kian's user avatar
Kian
  • Member for 10 years, 4 months
  • Last seen more than 2 years ago
  • London, United Kingdom
15 votes
2 answers
20k views

Why is this stochastic integral a martingale?

13 votes
2 answers
7k views

Distribution of stochastic integral

5 votes
2 answers
4k views

"The drift of stock price becomes the risk-free interest rate" under RNP

5 votes
1 answer
189 views

Stochastic Differential

4 votes
2 answers
375 views

Optimal Portfolios

4 votes
2 answers
177 views

How much money tracks the FTSE?

4 votes
2 answers
1k views

Risk free rate proxy

3 votes
2 answers
11k views

How do I get a list of yahoo tickers for NYSE

3 votes
2 answers
254 views

Reference for drawdown, look ahead bias and survivorship bias

3 votes
1 answer
390 views

Wiener process integral

2 votes
4 answers
1k views

Black scholes text book

2 votes
2 answers
329 views

How do markets price an interest rate rise?

1 vote
2 answers
209 views

What methods are there for showing a time series is mean reverting?

1 vote
1 answer
331 views

Why circuit breakers can't prevent a flash crash

0 votes
1 answer
137 views

Returns adjusted for dividends

0 votes
3 answers
279 views

Black scholes OTC

0 votes
1 answer
1k views

Fama French 3 Factor Data