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Programming
Running Quantitative Analytics with Google Dataflow
Comparing NoSQL Data Stores
Finance
Interest Rates
Forward Rates
Interest Rate Swaps
Quant-Finance
101
Modelling from data
Binomial Method
Martingale Theory
Transition Density Functions
Taylor Series
CVA
Forward Equation
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Transition Density Functions
Using the
trinomial
introduced earlier, we will first introduce the concept of
transitive probability density functions
and then use
Taylor Series
to derive the
forward equation