176 reputation
4
bio website meinwords.wordpress.com
location National University Of Singapore
age 28
visits member for 3 years, 3 months
seen Mar 26 at 3:56
Prometheus in the making.

Jul
2
awarded  Curious
Feb
19
awarded  Popular Question
Dec
30
comment Are my estimates of parameters of geometric brownian motion correct?
Thanks for the response. So I don't have to change my simulation, right? I just need to recognize that the process is a variance gamma process, and need to estimate the parameters for it using the Wikipedia page. Is this what you mean?
Dec
29
asked Are my estimates of parameters of geometric brownian motion correct?
Dec
26
asked Does the time between prices created from a GBM affect the estimation of parameters of the GBM?
Dec
22
comment What is the difference between these two equations for GBMs?
Can you explain which one do you mean by the first and which one do you mean by the second? In my question the equation on the top is the first equation. The equation on the bottom is the second equation.
Dec
22
asked What is the difference between these two equations for GBMs?
Mar
30
asked If the distribution of returns in symmetric, why not use a coin toss, small risk & high reward?
Aug
18
comment Why does this Co-integrated basket look too good to be true?
Wow. Thanks! Thanks a lot! I know I shouldn't be glad that you've taken the grail from me. But your logic feels so good.
Aug
18
awarded  Student
Aug
18
comment Why does this Co-integrated basket look too good to be true?
"the marks all take place on the same date", what does that mean?
Aug
17
asked Why does this Co-integrated basket look too good to be true?
Aug
17
awarded  Autobiographer