How prove this ? - Quant版 - 未名存档

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Quant版 - How prove this ?

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● question about simulation	● 请问heston model怎么hedge?

相关话题的讨论汇总
话题: prove话题: dj话题: poisson话题: baozi话题: compound

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m****d 发帖数: 331	1 Baozi: 10. a compound Poisson process has iid increments and stationary increment? Thanks. compound Poisson process: Xt=sigma(i=1,N(t))Dj, with jump intensity Mu and jump distribution F. Dj are random.
s****h 发帖数: 3979	2 http://www.math.purdue.edu/~yhzhao/HikingPark/LEVY%20PROCESS/LevyHw1.pdf see the last one. baozi baozi
s****h 发帖数: 3979	3 Ft 10 baozi should be 100 mitbbs $

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● 请问heston model怎么hedge?	● [合集] 问一个martingale的问题，谢谢
● 出个题给大家做做	● [合集] 请教一个quantitative credit risk model的问题
● Poisson distribution question	● [合集] 请教两个题目?
● 急问几道概率题	● question about simulation
● [合集] 如何计算一个trademark的价值？	● [合集] 面世题:老鼠过街
● 请教一道面试题(概率统计)	● Jump的Monte－Carlo Simulation
● SQL, investment firm recruiter发过来的面试题 (转载)	● a question about brownian motion
● Murex interview questions	● 问一个作业题目

相关话题的讨论汇总
话题: prove话题: dj话题: poisson话题: baozi话题: compound

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