Recent content by imfe

Can some one get me started on this ? WHen you try to apply ito lemma to X/Y - do you mean first I find X = Xo*exp((0.8- 0.5* (0.6)^2)t + 0.6W) and Y in similar fashion, find X/Y and then proceed? What do I do with X/Y that I get in some form such as X/Y = (Xo/Yo)* exp(some terms from...

Can someone explain me how to get a new Weiner process based on the ratio of two processes Form example, if I have one process dx/x = r1*t + sigmaX * dW and dy/y = r2*t + sigmaY*dW How can I get a new Weiner process for X/Y such that the drift of X/Y = r3 in new measure W-hat How...

Any comments regarding Uni. of Toronto MMF program? Hi Everyone, I will really appreciate some feedback regarding University of Toronto program. What are the job prospects in US/Canada/UK after finishing the program? Also, since they don't require GMAT or GRE, what are my chances if I...

thanks Thanks for the replies. I just wondered whether I should spend time on making rest of my application solid or improve the score. My question is that my background and GPA my degrees are not going to change. So if I spend more time on GMAT and go from 90th percentile to, lets say...

Hi Everyone, I am have an undergraduate degree in engineering from India with First Class Distinction, a masters degree in Computer Science with 3.7 GPA and MBA with focus in finance with 3.9 GPA. I have 90 percentile in GMAT math and overall 88th percentile. Is my GMAT good enough to...