Richard
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 19h comment Option delta - Conditional probability definition? So what you say seems to be right, look at this. The prob ending in the money is $N(d_2)$ and $N(d_1)$ is more complicated. 22h comment Option delta - Conditional probability definition? where is this definition take from? 1d comment Where to find good notations to teach investment portfolio maths? I have found "Finance in a nutshell - A no-nonsense companion to the tools and techniques in fianace" by the same author (Javier Estrada) in my collection. It is from 2005 but the basics should be the same. Estrada seems to be a good choice for the basics. 1d comment approximating fBm sotchastic integral Yes .. I know that only (!) for H=1/2 it is Ito. But the OP posted the question as question of approximation ... please tell me: how is it defined? Isn't it defined in a similar - but rigorous sense? 1d comment approximating fBm sotchastic integral Do you look for an approximation or isn't this the definition? If it were an Ito integral the limit would hold in L2 (quadratic) sense. 1d comment Where to find good notations to teach investment portfolio maths? Thanks for this answer and pointing to the book. I wonder whether useful lecture notes about this topic - that students could download for free- lie around on the web somewhere too. 1d asked Where to find good notations to teach investment portfolio maths? 1d comment Is there any wordpress widget that i can add on my website for customized stocks? I'm voting to close this question as off-topic because it is about a wordpress widget mainly and not about quant finance. 2d reviewed Approve How to determine portion of portfolio's risks from components? 2d answered How to determine portion of portfolio's risks from components? Apr 28 answered how can we know the residual return will be uncorrelated with the market return Apr 28 asked Interplay of statistical factors (PCA) and market factors (value, momentum, low vol, …) Apr 27 comment 2 Ito processes - $d(X_{t} + X^{'}_{t})^2 = (Y_t + Y^{'}_{t})^2 dt$ why it is true? The last 3 lines are the correct answer to the above - and well explained together with the intro! Apr 26 revised How to express the volatility of two correlated Ito processes $Wt_1, Wt_2$ expressed in terms of $W_t$? edited body Apr 26 awarded Strunk & White Apr 26 comment How to express the volatility of two correlated Ito processes $Wt_1, Wt_2$ expressed in terms of $W_t$? I have changed this just some seconds ago ;) Apr 26 revised How to express the volatility of two correlated Ito processes $Wt_1, Wt_2$ expressed in terms of $W_t$? added 4 characters in body Apr 26 comment 2 Ito processes - $d(X_{t} + X^{'}_{t})^2 = (Y_t + Y^{'}_{t})^2 dt$ why it is true? where do you have this from? I tried to apply Ito but I don't think that his is true. Where does the factor 2 go? Is this homework? Apr 26 revised 2 Ito processes - $d(X_{t} + X^{'}_{t})^2 = (Y_t + Y^{'}_{t})^2 dt$ why it is true? added 2 characters in body Apr 26 answered How to express the volatility of two correlated Ito processes $Wt_1, Wt_2$ expressed in terms of $W_t$?