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visits member for 1 year, 11 months
seen Jun 22 '13 at 16:38

Mar
30
awarded  Popular Question
Aug
28
awarded  Notable Question
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