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emcor
  • Member for 8 years, 10 months
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5 votes
1 answer
821 views

Extreme Value Theory - Show: Normal to Gumbel

5 votes
2 answers
10k views

Deriving Geometric Brownian Motion's solution?

4 votes
1 answer
425 views

Math Finance: Arbitragefree Pricing Q vs. P

4 votes
1 answer
1k views

Portfolio VaR with Copula?

2 votes
2 answers
237 views

Show independence of $(aX,bX^2)$, $\,X\sim N(0,\sigma^2)$?

2 votes
2 answers
118 views

question on PDE with chain rule

1 vote
2 answers
929 views

Central Limit Theorem not valid?

1 vote
3 answers
62 views

Easy algebra question: show equality?

1 vote
0 answers
56 views

Extend bivariate to multivariate convolution formula?

1 vote
2 answers
62 views

Exchange rate conversion

1 vote
2 answers
66 views

Convergence of $\sum_{t=1}^\infty r\frac{1}{(1+r)^t}\cdot t$

1 vote
2 answers
155 views

Can you simplify this term?

1 vote
2 answers
130 views

Derivative of sum over sum?

0 votes
0 answers
37 views

Can you modify this theorem from measure theory?

0 votes
2 answers
48 views

Question on dividing by zero

0 votes
0 answers
72 views

Looking for concave-convex functions?

0 votes
1 answer
50 views

Explain a linear function property?

0 votes
1 answer
123 views

Bivariate sampling for distribution expressed in Sklar's copula theorem?

0 votes
2 answers
3k views

Convolution CDF formula?

0 votes
1 answer
110 views

Multivariate sampling of $F(x_1,...,x_n)$?