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reviewed Close Which more topic should be covered in my undergraduate program?
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reviewed Leave Closed a good book on option pricing from theoretical and practical aspect
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revised Exercising an American call option early
Value formatting, typo
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reviewed Reviewed Derivation of the tangency (maximum Sharpe Ratio) portfolio in Markowitz Portfolio Theory?
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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.
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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.
Jun
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answered Pricing Assets in the S&P Dynamic Asset Exchange