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Mar
4
revised Algorithmical replication of a profit and loss function using different options
deleted 26 characters in body
Mar
4
comment Algorithmical replication of a profit and loss function using different options
It seems as though this domain is for sale and the new domain owner disallowed the site being searched by its robots.txt. archive.org seems to block the whole domain now. :-( What I will try is to contact the old owner and ask if it is ok with him to transfer this paper to a different destination... come back to you...
Mar
4
revised Algorithmical replication of a profit and loss function using different options
edited title
Mar
4
comment Algorithmical replication of a profit and loss function using different options
@sets: This is really strange... I don't know what happened... trying to fix it... come back to you later! Thank you for letting me know.
Mar
3
reviewed Approve Linear-Boundary Crossing Problem for Brownian Motion
Mar
1
reviewed Approve Pre-trade evaluation and risk assessment of option trading strategies (in market practice)
Mar
1
comment Algorithmical replication of a profit and loss function using different options
@sashkello: Thank you for your comment, in general I agree with your points but in this case I think it won't add much value to rephrase the steps of the algorithm here because they are really well explained in the paper - plus: this link won't go dead because it is the archived version already (I tried to explain that in my answer).
Feb
28
reviewed Approve Sharpe Ratio, annualized monthly returns vs annual returns vs annual rolling returns?
Feb
28
answered Algorithmical replication of a profit and loss function using different options
Feb
26
revised What return equation is Engle referring to in his Nobel lecture?
edited title
Feb
25
awarded  Nice Question
Feb
16
revised Is it possible to understand financial theory without mathematics?
added 901 characters in body
Feb
16
comment Model Validation Criteria
Apart from your point that all seems to be relative could you give some criteria that you think would be helpful in the context of quantitative trading (let's stick with the buy side for the sake of simplicity).
Feb
14
comment Is it wrong to use 'real world' probabilities for option valuation?
I agree: It is one of the dirty little secrets of the financial industry that in the end supply and demand again matter also for derivatives. +1
Feb
14
comment Model Validation Criteria
I especially like 4) and 5): +1
Feb
13
answered Model Validation Criteria
Feb
13
comment Is it wrong to use 'real world' probabilities for option valuation?
@Downvoter: It is good practice here to give a reason for the downvote - Thank you!
Feb
13
answered Is it wrong to use 'real world' probabilities for option valuation?
Feb
12
comment Is it possible to understand financial theory without mathematics?
@Anna: I haven't seen you before here, so a very warm welcome to you! What is your background? I see that you are located in Frankfurt. I am a professor in Aschaffenburg, near Frankfurt. If you would like to expand your quant network you can drop me a line here: h-ab.de/nc/eng/…
Feb
12
answered Is it possible to understand financial theory without mathematics?