Quantitative Finance
Bjørn Kjos-Hanssen
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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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