Question

How to understand time-dependence in Itô/Stochastic Calculus

score 318 · Answer 1 · 2018-04-10 17:59:17

318

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How to understand time-dependence in Itô/Stochastic Calculus

Published on 10 Apr 2018 - 17:59

score 73 · Answer 2 · 2026-03-22 17:20:10

73

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Using quadprog to minimize assigned scores to portfolio of both long and short weights

Published on 22 Mar 2026 - 17:20

score 503 · Answer 3 · 2018-04-17 15:58:22

503

Views

Constructing equivalent martingale measure (lognormal distribution)

Published on 17 Apr 2018 - 15:58

score 74 · Answer 4 · 2026-03-25 00:01:13

74

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What is the formula to find the yield rate?

Published on 25 Mar 2026 - 0:01

score 29 · Answer 5 · 2018-04-18 09:42:44

29

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the reverse of PV of a series of cashflows

Published on 18 Apr 2018 - 9:42

score 398 · Answer 6 · 2018-04-20 18:15:34

398

Views

How to expand a double sum of products express?

Published on 20 Apr 2018 - 18:15

score 69 · Answer 7 · 2018-04-22 18:24:58

69

Views

Is the discount factor $v=(1+i)^{-1}$, where $i$ is an interest rate, always annualized?

Published on 22 Apr 2018 - 18:24

score 73 · Answer 8 · 2026-03-24 22:10:50

73

Views

Dealing with noisy points

Published on 24 Mar 2026 - 22:10

score 52 · Answer 9 · 2018-04-24 09:52:44

52

Views

Please explain this proof to me on convex analysis: what does it mean to be bounded here?

Published on 24 Apr 2018 - 9:52

score 56 · Answer 10 · 2026-03-25 00:00:41

56

Views

Is this relation, linking equivalent interest rates, correct?

Published on 25 Mar 2026 - 0:00

score 60 · Answer 11 · 2018-04-25 06:17:01

60

Views

Question on delta approximation to VaR

Published on 25 Apr 2018 - 6:17

score 54 · Answer 12 · 2018-04-25 09:34:39

54

Views

Differential of discount process

Published on 25 Apr 2018 - 9:34

score 129 · Answer 13 · 2018-04-27 01:41:14

129

Views

Markovitz Portfolio Optimization- Why do we associate risk with $\Sigma$?

Published on 27 Apr 2018 - 1:41

score 344 · Answer 14 · 2018-04-28 16:31:13

344

Views

An Analytic Derivation of the Efficient Portfolio Frontier question (from Merton 1972)

Published on 28 Apr 2018 - 16:31

score 129 · Answer 15 · 2018-04-28 22:38:58

129

Views

Merton 1972 efficiency frontier solution using linear algebra

Published on 28 Apr 2018 - 22:38

List Question

How to understand time-dependence in Itô/Stochastic Calculus

Using quadprog to minimize assigned scores to portfolio of both long and short weights

Constructing equivalent martingale measure (lognormal distribution)

What is the formula to find the yield rate?

the reverse of PV of a series of cashflows

How to expand a double sum of products express?

Is the discount factor $v=(1+i)^{-1}$, where $i$ is an interest rate, always annualized?

Dealing with noisy points

Please explain this proof to me on convex analysis: what does it mean to be bounded here?

Is this relation, linking equivalent interest rates, correct?

Question on delta approximation to VaR

Differential of discount process

Markovitz Portfolio Optimization- Why do we associate risk with $\Sigma$?

An Analytic Derivation of the Efficient Portfolio Frontier question (from Merton 1972)

Merton 1972 efficiency frontier solution using linear algebra

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