Tags

Posts tagged with Instruments

Zero Coupon Contracts - December 16, 2013
What is a Financial Asset? - February 25, 2013

Posts tagged with Returns

Integrating Returns - March 14, 2013
Defining Returns - March 09, 2013

Posts tagged with Ito

Ito Calculus - October 07, 2013
Integrating Returns - March 14, 2013

Posts tagged with Portfolios

Portfolio Returns - April 06, 2013

Posts tagged with Integration

Stochastic Integration and Localization - September 08, 2013
Quadratic Variation and Stochastic Integration - May 29, 2013
Stochastic Integrals as Martingale Transforms - May 02, 2013
Portfolio Returns - April 06, 2013

Posts tagged with Processes

Discrete Time Lognormal Dynamics - February 03, 2014
From Gaussian to Ornstein Uhlenbeck Processes - December 01, 2013
Continuous Semimartingales - September 22, 2013
Introducing Diffusions - May 25, 2013
Martingales - April 24, 2013

Posts tagged with Martingales

Martingale Representation - October 27, 2013
Martingales - April 24, 2013

Posts tagged with Formulas

Math Formulas within Posts - April 24, 2013

Posts tagged with Volatility

The Volatility-Drag - March 04, 2014
Volatility Accounting (1) - January 19, 2014

Posts tagged with References

Foreword to the ENSAE Course in Portf. Choice - October 06, 2014

Posts tagged with Static Portfolio Choice

Static Portfolio Choice - October 07, 2014

Posts tagged with Dynamics

Dynamic Models (Continuous Time) - October 27, 2014
Dynamic Programming - October 18, 2014
Dynamics, Discrete Time - October 17, 2014

Posts tagged with Math

Constrained Optimization - December 16, 2016
Stochastic Calculus at the Speed of Light - October 25, 2014

Posts tagged with Completeness

Complete Markets, Discrete Time - November 14, 2015
Complete Markets, Static Case - November 16, 2014

Posts tagged with Exams

Solution of the Exam (2018) - January 15, 2019
Exam (2018) - December 03, 2018
Exam (2017) - December 01, 2018
Solution of the Exam (2016) - December 15, 2016
Exam (2016) - November 29, 2016
Solution of the Exam (2015) - January 31, 2015
Exam (2015) - January 23, 2015

Posts tagged with Diversification

Allocating risk across periods - March 11, 2015

Posts tagged with Exercises

Exercises - October 15, 2015

Posts tagged with Geek

Using Jupyter notebooks - October 17, 2015

Posts tagged with Solutions

The Martingale Method in Continuous Time - January 13, 2017
Solutions to Exercises - December 12, 2015