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BCLC
  • Member for 10 years
  • Last seen more than a week ago
  • Los Angeles, CA
1 vote
1 answer
429 views

Arbitrage Strategy Proof in Bjork

1 vote
2 answers
80 views

Incorrect characterization of spot rate?

1 vote
2 answers
302 views

Differential of stochastic term

1 vote
1 answer
137 views

Differential equation involving bond price and forward rate

1 vote
1 answer
92 views

Compute moments of aggregate loss using Monte Carlo

1 vote
1 answer
1k views

Getting Parameter of Translated Gamma Distribution from Monte Carlo

1 vote
1 answer
238 views

If we modify duration, should we modify bond price? Options Futures and Other Derivatives

0 votes
1 answer
239 views

Is it fair in an introductory stochastic calculus/derivatives pricing class to ask for the price when absence of arbitrage is violated? [closed]

0 votes
1 answer
99 views

Finding circumstances for price of call = price of put

0 votes
1 answer
139 views

Does presence of arbitrage necessarily make all derivatives have zero value?

0 votes
1 answer
210 views

What relevance might the Modigliani-Miller theorem have for weight of evidence?

-3 votes
1 answer
397 views

Can we 'predict' the delta of a stock? The delta of a stock is $\pm 1$ right? [closed]

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