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May
3
revised Random walks and using the reflection principle
Fixed a typo.
Mar
20
revised Does Nelson-Siegel require adjustments to yield curve input data?
fixed the typo in the title
Dec
10
revised Girsanov theorem in CMS convexity derivation
reformat the brackets in latex.
Dec
9
revised Why is this stochastic integral a martingale?
added 4 characters in body
Dec
9
revised Why is this stochastic integral a martingale?
added 505 characters in body
Dec
9
revised Why is this stochastic integral a martingale?
deleted 2 characters in body
Dec
9
revised Why is this stochastic integral a martingale?
deleted 12 characters in body
Dec
9
revised Why is this stochastic integral a martingale?
deleted 17 characters in body
Dec
8
revised Why is this stochastic integral a martingale?
edited body
Jul
19
revised How to compute $\mathbb{E} \left[ (W_s + W_t - 2W_0)^2 \right]$?
added 57 characters in body
Jun
3
revised Modelling driftless stock price with geometric Brownian motion
added 362 characters in body
Jun
2
revised Modelling driftless stock price with geometric Brownian motion
deleted 4 characters in body
Jan
27
revised Time-zero price of two specific contingent claims
added 56 characters in body
Dec
17
revised A Question from “Mathematical Methods for Financial Markets” Chapter 2
LaTex formatting
Nov
26
revised Risk Neutral Evaluation - Exchange/Spread Options
added 108 characters in body
Nov
24
revised Risk Neutral Evaluation - Exchange/Spread Options
added 1 characters in body
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?
added 117 characters in body
May
20
revised price of a “Cash-or-nothing binary call option”
added 11 characters in body
May
20
revised price of a “Cash-or-nothing binary call option”
edited body