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Jul
19
revised How to compute $\mathbb{E} \left[ (W_s + W_t - 2W_0)^2 \right]$?
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Jun
3
revised Modelling driftless stock price with geometric Brownian motion
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Jun
2
revised Modelling driftless stock price with geometric Brownian motion
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Jan
27
revised Time-zero price of two specific contingent claims
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Dec
17
revised A Question from “Mathematical Methods for Financial Markets” Chapter 2
LaTex formatting
Nov
26
revised Risk Neutral Evaluation - Exchange/Spread Options
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Nov
24
revised Risk Neutral Evaluation - Exchange/Spread Options
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Nov
22
revised Risk Neutral Evaluation - Exchange/Spread Options
added 350 characters in body
Jun
22
revised Why use swap-rates in a yield curve?
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May
20
revised price of a “Cash-or-nothing binary call option”
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May
20
revised price of a “Cash-or-nothing binary call option”
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May
19
revised price of a “Cash-or-nothing binary call option”
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May
19
revised price of a “Cash-or-nothing binary call option”
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May
11
revised What is the average stock price under the Bachelier model?
added 18 characters in body
May
11
revised RQuantLib, Hoadley and Bloomberg YAS: fixed rate bond pricing differences?
added 36 characters in body
May
1
revised In Black-Scholes, why is $\log{\frac{S_{t+\triangle t}}{S_t}} \sim \phi{((\mu - \frac{1}{2}\sigma^2)\triangle t, \sigma^2 \triangle t)}$?
added 18 characters in body
May
1
revised In Black-Scholes, why is $\log{\frac{S_{t+\triangle t}}{S_t}} \sim \phi{((\mu - \frac{1}{2}\sigma^2)\triangle t, \sigma^2 \triangle t)}$?
added 18 characters in body
Dec
11
revised What is the average stock price under the Bachelier model?
added 118 characters in body
Dec
8
revised Version of Girsanov theorem with changing volatility
added 511 characters in body
Dec
8
revised What is the average stock price under the Bachelier model?
deleted 4 characters in body