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The concepts and practice of mathematical finance
175 topics • Page 1 of 4 • 1, 2, 3, 4
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- Exercise 2 point 2
by mj » Fri Aug 03, 2007 2:48 am - 12 Replies
- 2700 Views
- Last post by mj
Mon May 20, 2013 10:20 am
- Exercise 2 point 2
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- Second edition p.154
by tfs13952 » Sat Apr 06, 2013 8:05 am - 4 Replies
- 219 Views
- Last post by tfs13952
Fri Apr 12, 2013 5:03 am
- Second edition p.154
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- Prerequisites
by skissa » Tue Feb 26, 2013 6:39 am - 5 Replies
- 373 Views
- Last post by skissa
Sun Mar 03, 2013 3:33 pm
- Prerequisites
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- Exercise 2.12.15
by mhsusilo » Sat Jul 02, 2011 12:56 pm - 3 Replies
- 592 Views
- Last post by mj
Sat Jan 26, 2013 2:38 am
- Exercise 2.12.15
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- Risk neutral pricing for eg interest rate derivatives
by MattT » Sat Jan 05, 2013 9:36 pm - 4 Replies
- 347 Views
- Last post by mj
Mon Jan 14, 2013 3:40 am
- Risk neutral pricing for eg interest rate derivatives
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- Questions regarding Chp 3 and Chp 5
by harrychamp » Fri Jan 04, 2013 12:47 pm - 0 Replies
- 181 Views
- Last post by harrychamp
Fri Jan 04, 2013 12:47 pm
- Questions regarding Chp 3 and Chp 5
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- The time value of money.
by harrychamp » Sun Dec 16, 2012 12:42 pm - 1 Replies
- 301 Views
- Last post by mj
Mon Dec 17, 2012 5:32 am
- The time value of money.
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- Exercise 10.3
by rer » Wed Nov 28, 2012 7:52 pm - 1 Replies
- 322 Views
- Last post by mj
Fri Nov 30, 2012 12:56 am
- Exercise 10.3
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- Exercise 12.2
by rer » Wed Nov 28, 2012 8:17 pm - 1 Replies
- 233 Views
- Last post by mj
Fri Nov 30, 2012 12:49 am
- Exercise 12.2
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- Equivalent martingale measure vs. risk neutral measure
by Anti » Wed Sep 19, 2012 12:03 am - 7 Replies
- 664 Views
- Last post by mj
Wed Nov 21, 2012 11:30 pm
- Equivalent martingale measure vs. risk neutral measure
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- Chapter 3 3.7.2 formula derivation for p
by wuyiquant_tobe » Mon Oct 29, 2012 6:49 pm - 1 Replies
- 349 Views
- Last post by wuyiquant_tobe
Fri Nov 02, 2012 2:56 pm
- Chapter 3 3.7.2 formula derivation for p
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- LMM model and new multi- curve models?
by selftaught » Mon Oct 08, 2012 11:05 am - 1 Replies
- 349 Views
- Last post by mj
Tue Oct 09, 2012 10:36 pm
- LMM model and new multi- curve models?
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- 6.3, p.135
by AleNo » Thu Sep 13, 2012 3:03 pm - 1 Replies
- 295 Views
- Last post by mj
Tue Sep 18, 2012 11:54 pm
- 6.3, p.135
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- Exercise 8.11
by MattT » Sun Sep 02, 2012 11:56 am - 4 Replies
- 478 Views
- Last post by MattT
Mon Sep 03, 2012 10:10 am
- Exercise 8.11
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- Pure stochastic calculus question
by kelvin_dc200015b » Tue Aug 21, 2012 5:50 pm - 7 Replies
- 551 Views
- Last post by mj
Sat Aug 25, 2012 8:18 am
- Pure stochastic calculus question
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- Chapter 18 - cliquets
by MattT » Wed Jul 11, 2012 10:11 pm - 3 Replies
- 502 Views
- Last post by mj
Thu Jul 19, 2012 1:35 am
- Chapter 18 - cliquets
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- Equation 10.9
by Xman » Mon Jul 02, 2012 4:30 pm - 1 Replies
- 405 Views
- Last post by mj
Mon Jul 09, 2012 12:35 am
- Equation 10.9
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- Theorem 8.2
by f0X_in_s0X » Tue Aug 19, 2008 8:03 pm - 5 Replies
- 1065 Views
- Last post by Xman
Fri Jun 29, 2012 4:28 am
- Theorem 8.2
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- 14.3 - drift of the forward rate
by MattT » Tue Jun 19, 2012 9:53 pm - 4 Replies
- 531 Views
- Last post by mj
Tue Jun 26, 2012 12:33 am
- 14.3 - drift of the forward rate
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- Pricing up-and-out option with rebate
by m3butler » Wed May 18, 2011 1:14 am - 3 Replies
- 667 Views
- Last post by charlton
Fri Jun 01, 2012 9:18 am
- Pricing up-and-out option with rebate
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- Chapter 10
by MattT » Fri May 18, 2012 6:40 pm - 1 Replies
- 385 Views
- Last post by mj
Wed May 23, 2012 12:52 am
- Chapter 10
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- Static replication for strike reset option
by kelvin_dc200015b » Mon May 21, 2012 4:34 pm - 1 Replies
- 358 Views
- Last post by mj
Wed May 23, 2012 12:50 am
- Static replication for strike reset option
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- Exercise 2.7
by drjohn » Mon Nov 16, 2009 8:53 pm - 6 Replies
- 1115 Views
- Last post by mj
Thu May 10, 2012 12:49 am
- Exercise 2.7
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- When should we have C(S,tV)?
by MattT » Mon May 07, 2012 7:17 pm - 1 Replies
- 323 Views
- Last post by mj
Thu May 10, 2012 12:37 am
- When should we have C(S,tV)?
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- What makes an asset tradeable ?
by selftaught » Thu May 13, 2010 12:21 pm - 5 Replies
- 915 Views
- Last post by mj
Tue May 01, 2012 11:41 pm
- What makes an asset tradeable ?
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- Continuous martingale pricing
by MattT » Fri Apr 27, 2012 7:50 pm - 2 Replies
- 956 Views
- Last post by MattT
Tue May 01, 2012 10:29 pm
- Continuous martingale pricing
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- Exercise 2.14
by chrislun » Fri Nov 13, 2009 1:01 pm - 2 Replies
- 587 Views
- Last post by mj
Wed Apr 11, 2012 10:26 am
- Exercise 2.14
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- SDE Confusion/Equation 5.65 (2nd Edition)
by MattT » Mon Apr 02, 2012 11:29 am - 3 Replies
- 595 Views
- Last post by mj
Sat Apr 07, 2012 9:34 pm
- SDE Confusion/Equation 5.65 (2nd Edition)
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- Trinomial Tree and Martingale Stock Process
by pzling » Thu Mar 08, 2012 12:12 am - 6 Replies
- 759 Views
- Last post by mj
Thu Mar 08, 2012 8:34 pm
- Trinomial Tree and Martingale Stock Process
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- 5.4 Stochastic processes
by ads123 » Thu Feb 09, 2012 12:26 am - 4 Replies
- 653 Views
- Last post by ads123
Fri Feb 10, 2012 12:33 pm
- 5.4 Stochastic processes
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- Questions on chapters 2 and 3
by MattT » Thu Jan 26, 2012 11:10 am - 3 Replies
- 619 Views
- Last post by mj
Fri Jan 27, 2012 7:54 pm
- Questions on chapters 2 and 3
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- Dissertation Topic
by imperial990 » Sun Jan 15, 2012 3:15 pm - 1 Replies
- 442 Views
- Last post by mj
Wed Jan 25, 2012 2:08 am
- Dissertation Topic
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- Excercise 4.12: Typo
by jackg » Wed Dec 21, 2011 7:39 am - 1 Replies
- 526 Views
- Last post by mj
Mon Jan 16, 2012 2:52 am
- Excercise 4.12: Typo
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- Higher-Dimensional Trees.
by thequantdude » Sun Nov 27, 2011 1:52 pm - 1 Replies
- 515 Views
- Last post by mj
Sun Nov 27, 2011 8:51 pm
- Higher-Dimensional Trees.
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- Exercise 11.7 in 2nd edition, 2010 reprint
by jk451 » Sun Nov 20, 2011 5:13 pm - 2 Replies
- 476 Views
- Last post by jk451
Tue Nov 22, 2011 7:21 pm
- Exercise 11.7 in 2nd edition, 2010 reprint
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- The derivative of stock quantity in B-S-M derivation
by jk451 » Sun Nov 13, 2011 12:49 pm - 2 Replies
- 556 Views
- Last post by jk451
Mon Nov 14, 2011 6:55 pm
- The derivative of stock quantity in B-S-M derivation
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- Exercise 8.11
by questioner » Sun Oct 23, 2011 3:50 am - 1 Replies
- 465 Views
- Last post by mj
Mon Oct 24, 2011 12:25 am
- Exercise 8.11
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- Excercise 2.18 (2nd Edition)
by francish » Fri Oct 07, 2011 10:01 pm - 2 Replies
- 530 Views
- Last post by mj
Tue Oct 11, 2011 2:58 am
- Excercise 2.18 (2nd Edition)
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- Chapter 14
by wlfgngpck » Sat Sep 03, 2011 11:05 pm - 4 Replies
- 822 Views
- Last post by wlfgngpck
Sun Sep 04, 2011 6:36 am
- Chapter 14
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- Exercise 10.5
by wlfgngpck » Mon Aug 29, 2011 7:42 pm - 1 Replies
- 406 Views
- Last post by mj
Tue Aug 30, 2011 2:01 am
- Exercise 10.5
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- Exercise 3.1
by Qwerty » Sun Jul 31, 2011 4:46 pm - 11 Replies
- 1453 Views
- Last post by arcos
Fri Aug 19, 2011 1:32 am
- Exercise 3.1
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- Exercise 3.6
by dpalmeiro » Wed Aug 03, 2011 3:12 am - 1 Replies
- 443 Views
- Last post by mj
Wed Aug 03, 2011 5:27 am
- Exercise 3.6
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- Verifying given numbers in Example 4.1
by wannabe quant » Sat Jul 02, 2011 7:25 pm - 1 Replies
- 478 Views
- Last post by mj
Mon Aug 01, 2011 5:45 am
- Verifying given numbers in Example 4.1
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- Exercise 2.12.7 second edition
by mhsusilo » Sat Jul 02, 2011 11:58 am - 0 Replies
- 334 Views
- Last post by mhsusilo
Sat Jul 02, 2011 11:58 am
- Exercise 2.12.7 second edition
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- typo in answer to exercise 13.5
by quantiago » Tue May 24, 2011 6:26 am - 1 Replies
- 576 Views
- Last post by mj
Tue May 24, 2011 11:48 pm
- typo in answer to exercise 13.5
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- calibration of LMM to swaptions
by quantiago » Mon May 23, 2011 4:43 am - 1 Replies
- 451 Views
- Last post by mj
Tue May 24, 2011 1:11 am
- calibration of LMM to swaptions
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- Chapter 14 intro: insta corr
by newbee » Thu Dec 02, 2010 3:22 am - 5 Replies
- 980 Views
- Last post by quantiago
Sat May 21, 2011 9:11 am
- Chapter 14 intro: insta corr
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