network profile
| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 6 months |
| seen | May 17 at 10:06 | |
| stats | profile views | 21 |
|
Apr 15 |
awarded | Popular Question |
|
Jan 6 |
revised |
Rubinsteins Implied Binomial Tree - how to calculate the cumulative returns edit due to freddy comment |
|
Jan 6 |
comment |
Rubinsteins Implied Binomial Tree - how to calculate the cumulative returns @ Freddy thanks for your answer, but "1+ cumulative risk-neutral return", what is that? Could you please do an example calculation in my case? So I am just reconstructing the paper, would be nice if you can show me this using this one. |
|
Jan 5 |
asked | Rubinsteins Implied Binomial Tree - how to calculate the cumulative returns |
|
Dec 31 |
awarded | Commentator |
|
Dec 31 |
comment |
BS and delta hedging questions ok thanks @Freddy, but what is an arithmetic brownian motion? What is the difference to geometric brownian motion? |
|
Dec 31 |
asked | BS and delta hedging questions |
|
Dec 5 |
awarded | Supporter |
|
Dec 5 |
comment |
GBM 3d plot with R big thanks, but your the code you posted (the long, which follows "generated by") is for what? It just calculates the density of a lognormal in a different way right? So if I inserv mu and sigma equal to 0.1 it is the same right? Thanks a lot again! |
|
Dec 5 |
accepted | GBM 3d plot with R |
|
Dec 4 |
comment |
GBM 3d plot with R thanks, but no: It does not look better. @Brian B |
|
Dec 2 |
asked | GBM 3d plot with R |
|
Nov 23 |
comment |
How to simulate a Merton Jump Diffusion process? no @BlueTrin I mean, how can I do this in R? How can I simulate this in R? I do not know it, because the equation above with all the d's I cannot simulate and I do not understand what formula they use in their code? |
|
Nov 23 |
comment |
How to simulate a Merton Jump Diffusion process? mh, I am not clear what I have to do? @BlueTrin |
|
Nov 23 |
asked | How to simulate a Merton Jump Diffusion process? |
|
Nov 22 |
comment |
How to simulate stock prices using variance gamma process? any further help would be very appreciated - since I am stuck here. |
|
Nov 22 |
comment |
How to simulate stock prices using variance gamma process? @Ashwani Roy mh, well this is still not helping me |
|
Nov 22 |
awarded | Editor |
|
Nov 22 |
comment |
How to simulate stock prices using variance gamma process? @ Ashwani Roy no, this is not an appropriate answer to my question, I did a GBM simulation already, now I want to do it with VG |
|
Nov 22 |
revised |
How to simulate stock prices using variance gamma process? added 8 characters in body |
