[合集] interview question - Quant版

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Quant版 - [合集] interview question

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r*****t
发帖数: 286

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thinkme (thinkme) 于 (Tue Feb 20 20:41:28 2007) 提到:
W1 and W2 are two Brownian motion with correlation r, find
d(W1W2)
anyone can help?
☆─────────────────────────────────────☆
ThatYear (那年) 于 (Tue Feb 20 20:48:35 2007) 提到:
rdt

☆─────────────────────────────────────☆
bigearmouse ((o)) 于 (Tue Feb 20 20:59:44 2007) 提到:
W1dW2+W2dW1+rdt
☆─────────────────────────────────────☆
Vishnu (Time Dealer) 于 (Tue Feb 20 21:02:26 2007) 提到:
this is dW1d

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