network profile
| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 1 year, 11 months |
| seen | May 13 at 17:56 | |
| stats | profile views | 9 |
financial applied statistics
|
Feb 11 |
comment |
is there a mapping from Altman Z-score for private companies to bond ratings or probability of default? why not calculate the altman z-score for non-private companies with ratings and come up with your own mapping? |
|
Jan 31 |
awarded | Editor |
|
Jan 31 |
revised |
price of a “Cash-or-nothing binary call option” edited body |
|
Jan 31 |
comment |
price of a “Cash-or-nothing binary call option” Yes you are definitely right sorry about that. S_t/B_t = E_t(S_T/B_T) under risk neutral probability |
|
Dec 26 |
comment |
price of a “Cash-or-nothing binary call option” Not entirely correct. You did not convert correctly from real probability measure to risk neutral probability measure. See my answer. |
|
Dec 26 |
answered | price of a “Cash-or-nothing binary call option” |
|
Nov 27 |
awarded | Supporter |
|
Sep 10 |
awarded | Teacher |
|
Sep 10 |
answered | Does Ito/Malliavin calculus have any applications helpful for direction based trading? |
