9,302 reputation
22879
bio website
location Aschaffenburg, Germany
age 44
visits member for 3 years, 10 months
seen 39 mins ago

The stock market is a metaphor for life: "How to survive in a stochastic environment?"

I am proud member of the Bachelier Finance Society: http://www.bachelierfinance.org


51m
revised Is the value also log-normally distributed?
deleted 39 characters in body
6h
revised Distinction between “risk factor” and “market anomaly”
edited tags
Dec
15
revised Can classical economics explain *any* of the so-called stylized facts of finance?
edited body
Nov
4
revised Black scholes text book
added 2 characters in body; edited tags
Oct
22
revised How to calculate the most realistic historical option prices with additional publicly available parameters
added 3 characters in body
Oct
22
revised Papers about backtesting option trading strategies
added 3 characters in body
Sep
25
revised Hidden Markov Model & Its Application
added 198 characters in body
Sep
18
revised Solving Black-Scholes PDE using Laplace transform
deleted 5 characters in body; edited title
Jul
15
revised Why does [dz(t)]^2 converge to dt over infinitesimally short time periods?
added 113 characters in body
Jul
11
revised Martingale Stock Prices
added 171 characters in body
Jul
11
revised Martingale Stock Prices
edited tags
Jul
7
revised Non-linear Dynamical Systems and Quantitave Finance
added 367 characters in body
Jul
6
revised Non-linear Dynamical Systems and Quantitave Finance
added 3 characters in body
Jul
6
revised Non-linear Dynamical Systems and Quantitave Finance
added 757 characters in body
Jul
6
revised Non-linear Dynamical Systems and Quantitave Finance
edited tags
Jul
2
revised Why does [dz(t)]^2 converge to dt over infinitesimally short time periods?
added 837 characters in body
Jul
2
revised Why does [dz(t)]^2 converge to dt over infinitesimally short time periods?
added 126 characters in body
Jun
6
revised How to estimate real-world probabilities
added 36 characters in body
Jun
6
revised How to estimate real-world probabilities
added 190 characters in body
Jun
6
revised Quant teams predicting the World Cup
edited body; edited title