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 Apr 6 comment How to price this option without using BS framework Are you sure about your result? Assuming geometric Brownian motion, the probability of the stock price reaching $H>0$ is equal to $1$ (with infinite time). So the price of the option should be $1$ dollar, if interest rates are zero. Feb 21 comment Basket Option weight sensitivity calculation @h.l.m I'm not sure what you are asking. For sensitivities at $t=0$ just choose the initial weights of the product, price, change the weight you want to compute the sensitivity and reprice. Feb 19 answered Basket Option weight sensitivity calculation Feb 13 awarded Commentator Feb 13 comment Is it possible to understand financial theory without mathematics? You realize that it doesn't have to be that way. Mathematics are a tool that allows you to formalize and be precise about what you mean. I personally understand any concept much better when someone writes some math. Before than that, everything looks fuzzy or arbitrary. Mathematics are a great tool to have and understand, and I feel that is responsibility of the professor to translate that intuition to mathematics. In other words, if you can explain something without the maths, you can explain the same with the maths (unless you don't understand them) and it will be even better. Feb 13 revised Value of American Call vs Value of European Call when using implicit finite differences added 68 characters in body Feb 7 answered Value of American Call vs Value of European Call when using implicit finite differences Jan 23 answered Extrapolating implied volatilities to small time Jan 23 revised Price of a down-and-out call in terms of European call added knock out formula Jan 23 revised Price of a down-and-out call in terms of European call added knock out formula Jan 23 answered Price of a down-and-out call in terms of European call Jan 19 awarded Critic Nov 3 awarded Yearling May 14 comment Covariance of brownian motion and its time average Where did you get the expression for $\bar{X}$? It doesen't seems right to me. Apr 7 answered Stochastic modeling of stock price process Mar 26 answered Does implied vol vary for calls vs puts? Feb 3 awarded Informed Jan 31 answered How to calculate stock move probability based on option implied volatility and time to expiration? (Monte Carlo simulation) Jan 29 comment What are the options for a mathematician to break into QF without working for a fund? Also take a look at QuantNetwork . In the forums they can give you some good career advice for entry level QF positions. Oct 17 answered How to transform process to risk-neutral measure for Monte Carlo option pricing?