Quantitative Finance
Bjørn Kjos-Hanssen
  • Member for 7 years, 11 months
  • Last seen more than a month ago
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4
Ratio between Expected Shortfall and Value at Risk for $t$-distribution
Oct 30 '17
4
Quadratic variation of an integral of a function of a Brownian motion
Oct 8 '18
4
Basic question on Ito integrals
Dec 23 '18
3
CVaR formulation
May 29 '19
3
Is there uniform stochastic process?
Oct 31 '17
3
The right choice when the price of a stock follows a random walk
Nov 1 '17
3
yield concept for a short maturity zero coupon bond
Jan 7 '18
2
What is the delta of a portfolio invested in different stocks?
Jan 7 '18
2
Dumb question: is risk-neutral pricing taking conditional expectation?
Jan 8 '18
2
Demonstration of Ito's correction term/lemma in binomial tree
May 21 '15
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2019 Moderator Election Q&A - Questionnaire
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71
Do you need to read a whole article before citing it?
52
Is there a measure zero set which isn't meagre?
51
When mentioning the author of a journal I am using in my Literature Review, should I mention author's credentials?
47
Do any two spanning trees of a simple graph always have some common edges?
42
Suggestions for good notation

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