Search results

  1. Question regarding Wiener Process

    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...
  2. Need suggestion about the application

    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...
Back
Top