Question

How to understand time-dependence in Itô/Stochastic Calculus

score 322 · Answer 1 · 2026-05-07 00:27:11

322

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How to understand time-dependence in Itô/Stochastic Calculus

Published on 07 May 2026 - 0:27

score 78 · Answer 2 · 2026-05-10 12:34:19

78

Views

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

Published on 10 May 2026 - 12:34

score 507 · Answer 3 · 2026-05-07 11:59:25

507

Views

Constructing equivalent martingale measure (lognormal distribution)

Published on 07 May 2026 - 11:59

score 82 · Answer 4 · 2026-05-10 16:04:56

82

Views

What is the formula to find the yield rate?

Published on 10 May 2026 - 16:04

score 33 · Answer 5 · 2026-05-07 13:38:50

33

Views

the reverse of PV of a series of cashflows

Published on 07 May 2026 - 13:38

score 402 · Answer 6 · 2026-05-07 05:20:51

402

Views

How to expand a double sum of products express?

Published on 07 May 2026 - 5:20

score 72 · Answer 7 · 2026-04-12 15:11:05

72

Views

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

Published on 12 Apr 2026 - 15:11

score 84 · Answer 8 · 2026-05-10 14:53:24

84

Views

Dealing with noisy points

Published on 10 May 2026 - 14:53

score 55 · Answer 9 · 2026-04-14 00:02:38

55

Views

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

Published on 14 Apr 2026 - 0:02

score 64 · Answer 10 · 2026-05-10 13:47:42

64

Views

Is this relation, linking equivalent interest rates, correct?

Published on 10 May 2026 - 13:47

score 64 · Answer 11 · 2026-05-07 12:27:42

64

Views

Question on delta approximation to VaR

Published on 07 May 2026 - 12:27

score 59 · Answer 12 · 2026-05-07 13:11:06

59

Views

Differential of discount process

Published on 07 May 2026 - 13:11

score 132 · Answer 13 · 2026-04-09 18:36:29

132

Views

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

Published on 09 Apr 2026 - 18:36

score 348 · Answer 14 · 2026-05-07 06:36:25

348

Views

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

Published on 07 May 2026 - 6:36

score 132 · Answer 15 · 2026-04-11 08:57:03

132

Views

Merton 1972 efficiency frontier solution using linear algebra

Published on 11 Apr 2026 - 8:57

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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