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The concepts and practice of mathematical finance
113 topics • Page 1 of 3 • 1, 2, 3
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- Diversifiable risk
by chituan » Wed Sep 08, 2010 3:27 am - 0 Replies
- 4 Views
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Wed Sep 08, 2010 3:27 am
- Diversifiable risk
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- Exercise 2 point 2
by mj » Fri Aug 03, 2007 2:48 am - 3 Replies
- 1203 Views
- Last post by mj
Sun Aug 22, 2010 10:59 pm
- Exercise 2 point 2
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- Ch. 13: The Annuity
by BenTheMan » Mon Aug 16, 2010 9:07 pm - 1 Replies
- 24 Views
- Last post by mj
Mon Aug 16, 2010 11:44 pm
- Ch. 13: The Annuity
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- how to estimate pi to the 100 decimal
by jtfeng » Wed Aug 04, 2010 8:28 pm - 3 Replies
- 63 Views
- Last post by BenTheMan
Sun Aug 08, 2010 12:17 am
- how to estimate pi to the 100 decimal
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- monotonicity theorem (theorem 2.2)
by abhishek.padmanabh » Sat Jul 24, 2010 11:57 am - 1 Replies
- 45 Views
- Last post by mj
Sun Jul 25, 2010 11:37 pm
- monotonicity theorem (theorem 2.2)
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- Call options with same expiry different strikes
by abhishek.padmanabh » Sun Jul 25, 2010 9:23 am - 1 Replies
- 31 Views
- Last post by mj
Sun Jul 25, 2010 11:36 pm
- Call options with same expiry different strikes
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- Working with the Forward, Exercize 6.21
by BenTheMan » Mon Jul 05, 2010 4:30 pm - 5 Replies
- 114 Views
- Last post by mj
Wed Jul 14, 2010 1:21 am
- Working with the Forward, Exercize 6.21
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- Typo p. 209
by BenTheMan » Wed Jun 30, 2010 8:33 pm - 7 Replies
- 51 Views
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Mon Jul 12, 2010 1:45 am
- Typo p. 209
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- Equations 6.62-6.63
by jpuma » Sun Jul 04, 2010 5:20 pm - 4 Replies
- 33 Views
- Last post by jpuma
Mon Jul 05, 2010 9:51 am
- Equations 6.62-6.63
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- Exercize 5.5
by BenTheMan » Thu Jun 24, 2010 2:13 pm - 1 Replies
- 38 Views
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Fri Jun 25, 2010 1:48 am
- Exercize 5.5
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- Equation 6.103 p165 second edition
by selftaught » Sat May 22, 2010 3:18 pm - 1 Replies
- 91 Views
- Last post by mj
Sun May 23, 2010 11:41 pm
- Equation 6.103 p165 second edition
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- Section 6.5 p145 -148
by selftaught » Tue May 18, 2010 10:29 pm - 3 Replies
- 70 Views
- Last post by mj
Wed May 19, 2010 10:31 am
- Section 6.5 p145 -148
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- Section 5.5 page 108 - Taylor for stochastic variables
by selftaught » Mon May 17, 2010 1:53 pm - 1 Replies
- 44 Views
- Last post by mj
Tue May 18, 2010 12:14 am
- Section 5.5 page 108 - Taylor for stochastic variables
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- 3.7.2 and Taylor Series: checking my intuition
by BenTheMan » Sun May 16, 2010 4:17 pm - 3 Replies
- 57 Views
- Last post by mj
Mon May 17, 2010 12:57 am
- 3.7.2 and Taylor Series: checking my intuition
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- What makes an asset tradeable ?
by selftaught » Thu May 13, 2010 12:21 pm - 3 Replies
- 107 Views
- Last post by mj
Sat May 15, 2010 7:41 am
- What makes an asset tradeable ?
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- Chapter 14 p300 -different measure for each forward rates ?
by selftaught » Thu May 13, 2010 10:55 am - 1 Replies
- 35 Views
- Last post by mj
Thu May 13, 2010 9:55 pm
- Chapter 14 p300 -different measure for each forward rates ?
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- Chapter 4 2nd edition
by selftaught » Mon May 10, 2010 10:28 pm - 1 Replies
- 61 Views
- Last post by mj
Mon May 10, 2010 11:37 pm
- Chapter 4 2nd edition
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- Theorem 2.7
by BenTheMan » Sat May 08, 2010 7:27 pm - 2 Replies
- 61 Views
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Sun May 09, 2010 2:20 am
- Theorem 2.7
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- Answers to Exercises 2.2 2.3 2.8
by selftaught » Tue May 04, 2010 8:38 pm - 1 Replies
- 68 Views
- Last post by mj
Wed May 05, 2010 2:13 am
- Answers to Exercises 2.2 2.3 2.8
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- equation 5.5 second edition page 104
by selftaught » Sun Apr 25, 2010 9:19 pm - 5 Replies
- 115 Views
- Last post by mj
Tue May 04, 2010 12:48 am
- equation 5.5 second edition page 104
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- Example 4.1, Chapter 4 (Typos?)
by lmgb » Thu Apr 15, 2010 8:26 am - 1 Replies
- 65 Views
- Last post by mj
Thu Apr 15, 2010 10:51 am
- Example 4.1, Chapter 4 (Typos?)
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- Heat equation, Chapter 5, p. 120
by lmgb » Thu Apr 15, 2010 12:27 am - 3 Replies
- 58 Views
- Last post by mj
Thu Apr 15, 2010 8:23 am
- Heat equation, Chapter 5, p. 120
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- Stochastic Volatility : pricing and replication
by sraks » Fri Feb 19, 2010 6:07 am - 4 Replies
- 240 Views
- Last post by mj
Tue Feb 23, 2010 3:10 am
- Stochastic Volatility : pricing and replication
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- time to complete the book
by vkaul1 » Thu Feb 18, 2010 4:44 am - 1 Replies
- 135 Views
- Last post by mj
Thu Feb 18, 2010 11:05 pm
- time to complete the book
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- Chapter 2 Ex. 2.6
by alex » Sun Nov 30, 2008 10:21 am - 11 Replies
- 631 Views
- Last post by Veeken
Thu Jan 28, 2010 3:16 pm
- Chapter 2 Ex. 2.6
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- page 84, typo on ratio of the gammas?
by niski » Thu Dec 17, 2009 9:05 pm - 2 Replies
- 149 Views
- Last post by niski
Mon Dec 21, 2009 4:40 pm
- page 84, typo on ratio of the gammas?
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- Exercise 3.6
by Peter » Sat Dec 19, 2009 11:42 pm - 2 Replies
- 120 Views
- Last post by JD
Sun Dec 20, 2009 4:32 pm
- Exercise 3.6
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- Chapter 14: Question regarding choice Numeraire in LMM
by blork98 » Sat Dec 12, 2009 6:30 am - 2 Replies
- 84 Views
- Last post by blork98
Wed Dec 16, 2009 8:49 am
- Chapter 14: Question regarding choice Numeraire in LMM
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- Exercise 2.5
by niski » Fri Dec 11, 2009 8:18 pm - 1 Replies
- 61 Views
- Last post by mj
Sun Dec 13, 2009 7:02 am
- Exercise 2.5
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- Stepping methods for computer project 1
by JD » Mon Dec 07, 2009 12:54 am - 3 Replies
- 123 Views
- Last post by mj
Wed Dec 09, 2009 7:21 pm
- Stepping methods for computer project 1
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- 2nd Edition
by drWeather » Sun Jul 20, 2008 3:03 pm - 11 Replies
- 1455 Views
- Last post by mj
Tue Dec 08, 2009 10:48 pm
- 2nd Edition
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- Exercise 2.7
by drjohn » Mon Nov 16, 2009 8:53 pm - 4 Replies
- 194 Views
- Last post by mj
Tue Nov 17, 2009 11:28 pm
- Exercise 2.7
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- Confusion Pg 53 and 52
by fortischet » Fri Oct 30, 2009 8:20 pm - 2 Replies
- 149 Views
- Last post by fortischet
Fri Nov 13, 2009 6:40 pm
- Confusion Pg 53 and 52
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- Exercise 2.14
by chrislun » Fri Nov 13, 2009 1:01 pm - 0 Replies
- 84 Views
- Last post by chrislun
Fri Nov 13, 2009 1:01 pm
- Exercise 2.14
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- Put Call Parity basics
by fortischet » Sun Oct 18, 2009 1:17 pm - 2 Replies
- 175 Views
- Last post by fortischet
Tue Oct 20, 2009 12:53 am
- Put Call Parity basics
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- Section 18.4 Matching smile to the market
by semajeudal » Mon Sep 28, 2009 1:22 am - 3 Replies
- 151 Views
- Last post by mj
Wed Sep 30, 2009 8:03 pm
- Section 18.4 Matching smile to the market
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- suggest me a book on quatitative finance
by adesh sharma » Sat Nov 15, 2008 8:40 pm - 7 Replies
- 870 Views
- Last post by mj
Thu Sep 03, 2009 1:44 am
- suggest me a book on quatitative finance
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- Page 121, Ch 6
by f0X_in_s0X » Tue Dec 18, 2007 3:34 pm - 5 Replies
- 1584 Views
- Last post by mj
Sat Mar 21, 2009 8:55 am
- Page 121, Ch 6
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- chap 16, exercise 4
by beginner » Mon Mar 02, 2009 6:49 pm - 1 Replies
- 165 Views
- Last post by mj
Tue Mar 03, 2009 4:01 am
- chap 16, exercise 4
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- ch 12, page 266-267
by motszi » Tue Sep 16, 2008 2:38 pm - 1 Replies
- 392 Views
- Last post by mj
Wed Dec 03, 2008 4:19 am
- ch 12, page 266-267
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- Historical context
by bargain » Thu Nov 13, 2008 6:25 pm - 3 Replies
- 379 Views
- Last post by mj
Wed Dec 03, 2008 3:58 am
- Historical context
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- Theorem proof wording
by bargain » Wed Nov 19, 2008 7:57 am - 1 Replies
- 329 Views
- Last post by mj
Wed Dec 03, 2008 3:57 am
- Theorem proof wording
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- Chap 6.5 : About the price of an Arrow-Debreu security
by tbaigner » Tue Nov 25, 2008 4:53 pm - 1 Replies
- 247 Views
- Last post by mj
Wed Dec 03, 2008 3:55 am
- Chap 6.5 : About the price of an Arrow-Debreu security
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