WKW
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| Total Posts: 8 |
| Joined: Jul 2012 |
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Hi, a few things
1. I'm new to NP, stubmled upon it only recently, so far enjoying reading the posts very much. A quick question though: is there a Search functionality somewhere?
2. I am reading the book "Introduction to Mathematics of Financial Derivatives" by the late Prof S. Neftci. But there is an equation in chapter 9 which confuses me, i.e. I do not know how the author derived it. It is not referenced in solutions or the errata. I ask whether someone here also has the book, and can help me with the equation (I point to the page and equation - page 217 of the 2nd edition, chapter 9, equation (58)) |
Делаешь - не бойся. Боишься - не делай |
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Scotty
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| Total Posts: 665 |
| Joined: Jun 2004 |
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| Search is one level down from forums (e.g. Basics) but above message level. |
“Whatever you do, or dream you can, begin it. Boldness has genius and power and magic in it.” |
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WKW
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| Total Posts: 8 |
| Joined: Jul 2012 |
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Thanks. Apologies, must have missed it earlier. I have now made use of it, and unfortunately have not located a relevant discussion on Neftci.
Basically, my question is how does one get from the left-hand side (below) to the right hand side (below)
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Делаешь - не бойся. Боишься - не делай |
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WKW
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| Total Posts: 8 |
| Joined: Jul 2012 |
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Someone pointed out to me that Xt is a BM, apologies, question solved. |
Делаешь - не бойся. Боишься - не делай |
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