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Mar
31
answered Please give a step-by-step explanation on how to build a factor model
Mar
25
comment Why the Black-Scholes formula can be used in the real world?
I think your answer would be even better if you made the difference between "price" and "value" more precise. Otherwise some people could be confused.
Mar
25
comment Why the Black-Scholes formula can be used in the real world?
@MattWolf: Thank you and yes, of course you are right. I added "all else being equal" to the sentence which should make it more precise. What do you think?
Mar
25
revised Why the Black-Scholes formula can be used in the real world?
added 23 characters in body
Mar
23
comment Why the Black-Scholes formula can be used in the real world?
Having reread my answer I still think it is unfair that it is now rated as "-1" because it addresses the point the OP asked - but I am biased of course.
Mar
22
comment Why the Black-Scholes formula can be used in the real world?
@AFK: 1 I don't like your tone, it seems inappropriate and overly aggressive. This should be a professional technical discussion and not some religious debate. 2 The OP asks a very basic question from which we might conclude that his/her background is not prepared to understand sentences like "a hedge under Risk-neutral probability works almost surely" thrown at him/her. This is what I meant by "the answer is unclear. 3 You implied that you downvoted my answer because I downvoted another answer. This is an act of revenge which is generally frowned upon here. I flagged your comment accordingly.
Mar
22
comment Why the Black-Scholes formula can be used in the real world?
@AFK: The question was why you could use risk neutral pricing for derivatives in a world that is not risk neutral. I answered that. Did you only read my first paragraph? (btw way I mention "measure" there!) Because "double counting" is vague I wrote a few paragraphs of explanation!
Mar
22
comment Why the Black-Scholes formula can be used in the real world?
@Downvoter: Why did you downvote my answer?
Mar
22
comment Why the Black-Scholes formula can be used in the real world?
I think this answer is unclear and doesn't address the question.
Mar
22
comment Why the Black-Scholes formula can be used in the real world?
A very warm welcome to Quant.SE and thank you for your question.
Mar
22
answered Why the Black-Scholes formula can be used in the real world?
Mar
19
revised Technical Indicators reference
added 5 characters in body
Mar
16
comment Innovative ways of visualizing financial data
+1: threejs is really impressive! I would encourage you to create a new question on your idea about visualizing interacting traders in a network. Perhaps somebody has already done something along those lines.
Mar
15
revised Book recommendation: math toolkit for quantitative finance and statistics
edited tags
Mar
14
comment Tools/R code for predicting Dragon-Kings
A very warm welcome to Quant.SE and thank you for your interesting answer!
Mar
14
accepted Tools/R code for predicting Dragon-Kings
Mar
10
answered Daily option data
Mar
9
comment Is CAPM a failure?
Is there anything else we could do for you? Otherwise it would be great if you could accept one of the answers - Thank you :-)
Mar
9
comment Why is Brownian motion merely 'almost surely' continuous?
Is there anything else we could do for you? Otherwise it would be great if you could accept one of the answers - Thank you :-)
Mar
9
comment How to approximate the time to mean reversion for implied volatility
Is there anything else I could do for you?