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Feb
24
answered De-annualizing a target alpha return
Feb
24
accepted Black Scholes: How does it help to transform uncertainty and still not be able to calculate a fair price?
Feb
24
comment Black Scholes: How does it help to transform uncertainty and still not be able to calculate a fair price?
+1 for both points
Feb
23
asked Black Scholes: How does it help to transform uncertainty and still not be able to calculate a fair price?
Feb
23
comment Why is Brownian motion merely 'almost surely' continuous?
@TaylorMartin: Agreed, thank you, I edited the answer accordingly.
Feb
23
revised Why is Brownian motion merely 'almost surely' continuous?
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Feb
23
comment Why is Brownian motion merely 'almost surely' continuous?
Perhaps the problem with the question is whether the OP wants to know if almost sure continuity follows from the construction of the Wiener process or whether it is a necessary prerequisite?!?
Feb
23
comment Why is Brownian motion merely 'almost surely' continuous?
Considering your example it feels a little bit like cheating. The OP asked why a Wiener process has as a characteristic almost sure continuity instead of sure continuity and in my understanding wanted an example which didn't completely change the rules of the game (= the construction of the stochastic path). Of course you can define a completely different process which is not continuous but why not saying: f(x) = 0 for x <= 0 and f(x) = 1 for x > 0 which is also not continuous - but also has nothing to do with the classical construction of a Wiener process. Do you see where I am getting at?
Feb
23
comment Why is Brownian motion merely 'almost surely' continuous?
The name is Wiener, not Weiner.
Feb
23
revised Why is Brownian motion merely 'almost surely' continuous?
added 170 characters in body
Feb
23
revised Why is Brownian motion merely 'almost surely' continuous?
added 345 characters in body
Feb
23
revised Why is Brownian motion merely 'almost surely' continuous?
added 13 characters in body
Feb
23
comment Why is Brownian motion merely 'almost surely' continuous?
A very warm welcome to Quant.SE and thank you for your great question!
Feb
23
answered Why is Brownian motion merely 'almost surely' continuous?
Feb
22
answered What does the “-E” mean at the end of a CBOE options symbol?
Feb
20
reviewed Approve Computing the minimum variance portfolio
Feb
17
comment Copulas simply explained
@emcor: Well, the intuition and explanation is in the paper. Then I guess the title of the question is wrong.
Feb
17
comment Is CAPM a failure?
Thank you @GeorgeCoder If my answers was helpful please upvote and perhaps even accept it. I have noticed that you haven't cast a single vote since you joined. Feedback is very valuable for the community - Thank you :-)
Feb
17
comment I have portfolio volatility for year 1 and for year 2. What is portfolio volatility for year 1 and 2 combined?
If any of the answers were helpful please upvote and accept one of them. I have noticed that you haven't cast a single vote since you joined. Feedback is very valuable for the community - Thank you :-)
Feb
16
comment Various ways to choose bonds for a butterfly strategy?
+1 ...Sorry for ruining your nice reputation 1234 ;-)