Probability theory

【 Of short-term interest rate model Rendleman-Bartter Model 】

Rendleman and Bartter Model Preface Rendleman-Bartter Model is one of the short-term interest rate models , The model holds that the interest rate ...
2022-01-29 19:49 views 92

【 Of short-term interest rate model Cox-Ingersoll-Ross Model 】

Of short-term interest rate model Cox-Ingersoll-Ross Introduction to the model Vasicek The model is briefly introduced , This article will focus o...
2022-01-27 22:06 views 41

Introduction to moment generating function

1 Moment generating function   Moment generating function is also called moment generating function （Moment Generating Function） Also known as dyn...
2022-01-25 15:53 views 17

Complexity of quick sorting algorithm for conditional expectation solution

1 Conditional expectation definition 1（ Conditional expectation ）： Given random variable XXX and YYY, The following conditions are expected E[X]=E...
2022-01-24 10:55 views 19

Classic of option pricing model --BS Model

Of option pricing model BS Model
2021-12-16 13:14 views 57

Blue Bridge Cup algorithm training - seal

This question is 10 New questions added in January , There are no answers online , Label is dp dynamic programming , In fact, I think we can do it...
2021-10-29 20:53 views 50

Blake — Scholes — Merton （BSM) Model

BSM Model is one of the most commonly used option pricing models , Although its assumptions are inconsistent with market facts , However, the propo...
2021-02-02 08:46 views 65

Summary - Moment generating function （moment-generating function）（10/15/2020）

I didn't quite understand before moment generating function（MGF）. I read an article today , be filled with wisdom , Finally helped me understand m...
2020-10-17 06:15 views 21
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