A random mathematical blog
In reply to <a href="https://almostsuremath.com/stochastic-calculus/#comment-11934">anoldmaninthesea</a>. I did once try compiling the entire set of notes into a single pdf, but it is a bit tricky, especially getting all the links correct, so didn t seem worth the time. I do write these posts in latex before converting to wordpress format, so have pdf files locally. Not sure if there is a simple…
Is it possible to create the capability of compiling the updated post into a pdf file?
In reply to <a href="https://almostsuremath.com/stochastic-calculus/#comment-11239">Sacha MARIE-GABRIELLE</a>. Hi Sacha, There is a well known result tha says the following: For every nonnegative random variable $latex Y$ defined on a probability space $latex (\Omega,\mathcal{F},\mathbb{P})$ and a real number $latex p 0$ the next equality is true, $latex \int_{\Omega} Y^p d\mathbb{P}(\omega) =…
Hi there, guys I need an urgent help for this exercice. May you help me ont this ? Thanks in advance ? A continuous random variable Y with a support[0,∞) is said to be exponentially distributed with a parameterλ 0 if its cumulative distributive function is ℙ(Y y)=1−exp(−λy) . Compute the expectation and variance of an exponentially distributed random variable. Prove that an exponentially…
[ ] finance club. Nonetheless, since I ve been reading through some stochastic calculus lecture notes (which I highly recommend to anyone who is familiar with some basic measure theory) recently, I [ ]
Notify me of new posts via email.
I thank u all you all great minds. pls, Ihave to sde model to solve by Ito formula. I will be grateful if any can help with the solution the model is: dXt =[rXt(1-Xt/k)-qzt]dt+gXtdWt dXt=(rx[1-Xt/k])-qzt)dt+gXt[1-Xt/k]dWt
In reply to <a href="https://almostsuremath.com/stochastic-calculus/#comment-1925">WKW</a>. I don t have that book, but you can try posting it here and I ll let you know if its something I know. But, as TheBridge mentions, using the QuantSE forum might be a better bet as it will reach a wider audience.
In reply to <a href="https://almostsuremath.com/stochastic-calculus/#comment-1925">WKW</a>. Hi WKW, Let me recommand you to rather ask this kind of question at the QuantSE forum "http://quant.stackexchange.com/questions" ( or alternatively at Wilmott.com forum), where might find a lot of skillfull people on those matters. Best regards TheBridge
Dear Sir, First of all, thank you so much for making this blog freely available for all; it will surely help me in my autodidactic pursuit re stochastic mathematics. Secondly, I was wondering whether you might help me with something that I have been stuck with and unable to grasp whilst reading the book by Prof Salih Neftci called "An Introduction to the Mathematics of Financial Derivatives". In…