network profile
| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 5 months |
| seen | 2 days ago | |
| stats | profile views | 21 |
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Jan 6 |
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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. |
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Dec 31 |
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BS and delta hedging questions ok thanks @Freddy, but what is an arithmetic brownian motion? What is the difference to geometric brownian motion? |
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Dec 5 |
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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! |
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Dec 4 |
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GBM 3d plot with R thanks, but no: It does not look better. @Brian B |
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Nov 23 |
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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? |
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Nov 23 |
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How to simulate a Merton Jump Diffusion process? mh, I am not clear what I have to do? @BlueTrin |
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Nov 22 |
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How to simulate stock prices using variance gamma process? any further help would be very appreciated - since I am stuck here. |
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Nov 22 |
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How to simulate stock prices using variance gamma process? @Ashwani Roy mh, well this is still not helping me |
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Nov 22 |
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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 |
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Nov 22 |
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How to simulate stock prices with a Geometric Brownian Motion? @ Freddy mh, I am not a professional quant, I am studying msc statistics and want to work in financial industry, but my lectures in this topic at university really sucks, they do not explain anything and just kicking formulars, that's why I try to understand what the formula is really doing and the difference.....no, I did not do math before...... |
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Nov 22 |
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How to simulate stock prices with a Geometric Brownian Motion? ok, thanks @SRKX |
