# Tagged Questions

Questions having to do with financial mathematics. Please note that for questions in quantitative finance, quant.stackexchange.com is perhaps a better site.

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### Buyer's price in terms of risk-neutral measures

Let us consider a finite arbitrage-free market model $(B,S)$, where $B$ is a bank account and $S$ is a share. Let $X$ be a claim. We define a buyer's price of $X$ as follows:\Pi^b_0(X)=\sup \lbrace ...
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### Help optimizing payments on 3 loans - planning to use AMPL program but I have math problems first.

So the basis is that I have 3 loans with different interest rates and different principal amounts as well as different minimum monthly payments and different amortization (is that the right word? Time ...
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### If A can either increase by 100% or decrease by 50% with equal probability, what will be the arithmetic mean return over n periods?

This is more of a finance related question but deals with some discrete probability and or combinations. The question goes like this. If you buy stock A, and it has a 50% chance of going up 100% in ...
It is known that the VaR (Value at risk) doesn't fulfill subadditivity, i.e. $VaR(X)+VaR(Y) \le VaR(X+Y)$. But for elliptical distributions subadditivity is true. Questions: (1) Which ...
Okay this is probably going to be an extremely easy/straightforward question but I thought I should post it here just to double check. Suppose I have a payoff $\Phi = (S_{T}-K)^{+}$. Now let's say I ...