223 reputation
16
bio website
location http://www.maths.manchester.ac.uk/~burdges/
age 38
visits member for 3 years, 2 months
seen Jan 30 at 1:35

Jan
29
awarded  Scholar
Jan
29
accepted Are proof-of-work systems used by exchanges?
Jan
29
comment Are proof-of-work systems used by exchanges?
Oh that's an interesting idea, thanks.
Jan
29
asked Are proof-of-work systems used by exchanges?
Sep
24
awarded  Yearling
Dec
4
awarded  Nice Question
Nov
18
awarded  Teacher
Nov
18
answered What changes to put-call parity are necessary when evaluating american options on non-dividend paying assets?
Nov
18
comment Any recommendations for textbooks for an undergraduate course in mathematical finance?
Thanks! I'll check them them out, especially Schmidt.
Nov
18
awarded  Supporter
Nov
18
comment When is it rational to exercise a bond option early?
Yes, that only works for American calls, but an American put option might be approximated as European if far enough from the exercise boundary, like out-of-the-money.
Nov
18
answered When is it rational to exercise a bond option early?
Nov
13
revised Any recommendations for textbooks for an undergraduate course in mathematical finance?
another grammatical error
Nov
13
awarded  Editor
Nov
13
comment Paradoxes in quantitative finance
Because only largish players can replicate efficiently. Real options help small players hedge. Another question might be : Is there an option that's illegal to trade but large players routinely replicate?
Nov
13
revised Any recommendations for textbooks for an undergraduate course in mathematical finance?
remove a stray 'PDE'
Nov
13
awarded  Student
Nov
13
asked Any recommendations for textbooks for an undergraduate course in mathematical finance?
Nov
12
comment What programming languages are most commonly used in quantitative finance?
Interesting project there!