I am studying this stochastic process. I am currently a senior in mathematics at a low ranking state school (I don't know measure theory or stochastic calculus). Just putting this out there and trying ...
I am a senior undergraduate who has passed the first three actuarial exams on probability (P), financial mathematics (FM), and models for financial economics (MFE). I am working on passing the life ...
I'm not a statistician but I'm writing my thesis on mathematical finance and I think it would be neat to have a short section about independence of stock returns. I need to get better understanding ...
I know the general Black-Scholes formula for Option pricing theory (for calls and puts), however I want to know the other solutions to the Black-Scholes PDE and its various boundary conditions. Can ...