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Question about proving the existence of an arbitrage opportunity

score 200 · Answer 1 · 2023-06-21 09:41:51

200

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Question about proving the existence of an arbitrage opportunity

Published on 21 Jun 2023 - 9:41

score 118 · Answer 2 · 2023-06-21 17:33:22

118

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No arbitrage in a 1-period market.

Published on 21 Jun 2023 - 17:33

score 59 · Answer 3 · 2023-06-24 21:47:59

59

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Black-Scholes implied volatility using a GARCH model

Published on 24 Jun 2023 - 21:47

score 25 · Answer 4 · 2023-07-05 16:53:43

25

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Is the stochastic process of the volatility of a stock market square integrable?

Published on 05 Jul 2023 - 16:53

score 147 · Answer 5 · 2026-03-26 11:17:29

147

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Is it possible for interest to = principal for all and each installments?

Published on 26 Mar 2026 - 11:17

score 17 · Answer 6 · 2026-03-14 05:41:02

17

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Conversion of Williams Percentage values to Stochastic range values

Published on 14 Mar 2026 - 5:41

score 109 · Answer 7 · 2026-03-26 11:05:04

109

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Using the Kelly criterion, what is the maximum amount you should wager when the odds are unknown?

Published on 26 Mar 2026 - 11:05

score 45 · Answer 8 · 2023-07-22 10:37:47

45

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Looking for a proof to a certain laplace transform formula

Published on 22 Jul 2023 - 10:37

score 33 · Answer 9 · 2023-07-25 13:12:26

33

Views

Explicitly building the binomial tree. Is there a general formula for the sets $A_n$ if $p\in (0,1)$?

Published on 25 Jul 2023 - 13:12

score 195 · Answer 10 · 2023-08-10 16:42:17

195

Views

No arbitrage for one period Binomial model option pricing - understanding the return function

Published on 10 Aug 2023 - 16:42

score 82 · Answer 11 · 2023-08-11 10:09:37

82

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j-th order derivative of function $f(x) = 1 - \sqrt{1 - x}$

Published on 11 Aug 2023 - 10:09

score 42 · Answer 12 · 2026-03-13 13:48:36

42

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Return required to achieve Future Value using Compound Interest Formula with annual contributions

Published on 13 Mar 2026 - 13:48

score 296 · Answer 13 · 2023-08-18 09:11:43

296

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Find an $\mathsf{L}^{p}$ space for financial markets with infinitely many risky assets

Published on 18 Aug 2023 - 9:11

score 88 · Answer 14 · 2026-03-13 13:48:35

88

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How to calculate present value of payouts

Published on 13 Mar 2026 - 13:48

score 53 · Answer 15 · 2023-08-22 09:30:55

Suppose that interest rates are always positive. Then the present value of a cash flow is at most its time value at t=2.

List Question

Question about proving the existence of an arbitrage opportunity

No arbitrage in a 1-period market.

Black-Scholes implied volatility using a GARCH model

Is the stochastic process of the volatility of a stock market square integrable?

Is it possible for interest to = principal for all and each installments?

Conversion of Williams Percentage values to Stochastic range values

Using the Kelly criterion, what is the maximum amount you should wager when the odds are unknown?

Looking for a proof to a certain laplace transform formula

Explicitly building the binomial tree. Is there a general formula for the sets $A_n$ if $p\in (0,1)$?

No arbitrage for one period Binomial model option pricing - understanding the return function

j-th order derivative of function $f(x) = 1 - \sqrt{1 - x}$

Return required to achieve Future Value using Compound Interest Formula with annual contributions

Find an $\mathsf{L}^{p}$ space for financial markets with infinitely many risky assets

How to calculate present value of payouts

Suppose that interest rates are always positive. Then the present value of a cash flow is at most its time value at t=2.

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