Karol Piczak
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 Apr1 awarded Custodian Apr1 reviewed Approve ETNs as bank funding Mar14 awarded Notable Question Jan31 awarded Yearling Sep30 awarded Explainer Aug9 awarded Famous Question Jun16 reviewed Close Which more topic should be covered in my undergraduate program? Jun2 awarded Taxonomist Feb10 reviewed Leave Closed a good book on option pricing from theoretical and practical aspect Feb10 reviewed Reviewed Is the price of European put option monotone in volatility if we replace BM in Black-Scholes with a general Levy process? Feb10 reviewed Reviewed Exercising an American call option early Feb10 revised Exercising an American call option early Value formatting, typo Feb10 reviewed No Action Needed Market overview trading platforms (with OTC) Feb10 reviewed Reviewed Derivation of the tangency (maximum Sharpe Ratio) portfolio in Markowitz Portfolio Theory? Feb10 comment Derivation of the tangency (maximum Sharpe Ratio) portfolio in Markowitz Portfolio Theory? It is advisable that you also quote the relevant part instead of simply referring to an external link. External references are not permanent and have a tendency to become unreachable as time passes. Jan31 awarded Yearling Jun25 reviewed No Action Needed Dual curves and short rate calibration Jun25 reviewed No Action Needed How to calculate unsystematic risk? Jun24 comment Pricing Assets in the S&P Dynamic Asset Exchange Are you talking about returns or price levels? Your question and comment differ in that regard. And no, I had another procedure in mind - just try to adjust the variable through multiplying by a scaling factor. E.g. $$P_{t_0}=25 \wedge P_{t_{+1}} = 30 \Rightarrow P_{t_0}^*=100 \wedge P_{t_{+1}}^* = {100\over25} \times30=120$$ At least that's what I think they meant by normalizing. Jun23 answered Pricing Assets in the S&P Dynamic Asset Exchange