User:EdwardLockhart

From Wikipedia, the free encyclopedia

eekfjwek wefwefeekfjwek wefwefeekfjwek wefwefeekfjwek wefwefeekfjwek wefwefeekfjwek wefwefeekfjwek wefwef

$dS_t = \mu_t S_t\,dt + \sigma_t S_t\,dW_t \,$

$d\sigma_t^2 = (\sigma_\infty^2 - \sigma_t^2) \kappa \, dt + \eta \sigma \, d {W'}_t$

$dW_t \, d {W'}_t = \rho_t \, dt$

$F_T = F_t e^{(r_l - r_y)(T-t)}$

$F_{t+} = \left( F_{t-}-D_t \right) \left( 1-p_t \right)$

$S_{t+} = \left( S_{t-} - D_t \right) \left( 1 - p_t \right)$

$S_{t+} = S_{t-} \frac{F_{t+}}{F_{t-}} = S_{t-} \left( 1 - \frac{D_t}{F_{t-}} \right) \left( 1 - p_t \right)$

Views

Interaction

Search