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 Feb21 awarded Yearling Dec30 comment FTAP a-la Harrison, Kreps and Pliska @user8: I meant this one Nov9 comment Stochastic Differential Like any other differential, this differential is defined in terms of its integral - that's a bit of an overstatement. It certainly is the case for most of stochastic differentials, but in real analysis the basic differential on a real line is often defined formally way before integrals. Nov9 comment What is a canonical book or article to learn pair trading? The book "Pairs trading" by Vidyamurthy is a standard reference Sep24 awarded Autobiographer Jul2 awarded Curious Jun19 awarded Notable Question Apr15 awarded Tumbleweed Apr14 comment How can the Wiener process be nowhere differentiable but still continuous? I would be careful with such explanation, though. For example, a straight line is extremely self-similar on various scales, however it is perfectly smooth. Also, one can say that smoothness is exactly local similarity to straight lines, isn't it? Apr14 comment How can the Wiener process be nowhere differentiable but still continuous? @Probilitator The gif actually looks like some old-school flight simulator in the mountain area :) Apr11 comment Convolution copula? There is no need or requirement for the two copulas above to be the same. Do you mean here that $$\mathbb{P}(X\leq x,y_{1}\leq Y\leq y_{2})=C_1(F_{X}(x),F_{Y}(y_{2}))-C_2(F_{X}(x),F_{Y}(y_{1}))$$ with $C_1\neq C_2$ in general? Apr10 comment How can the Wiener process be nowhere differentiable but still continuous? @Probilitator: thanks. 3d - is some quant joke I fail to understand? Apr10 answered How can the Wiener process be nowhere differentiable but still continuous? Apr9 comment unique equivalent martingale measure in incomplete markets Sure :) also, what does these square mean? That you take an expectation/integral of squared R-N derivative? Apr8 awarded Tag Editor Apr8 revised market-making wiki excerpt added 250 characters in body Apr8 wiki created market-making excerpt Apr8 suggested approved edit on market-making tag wiki excerpt Apr8 accepted Particular kind of market game Apr8 comment unique equivalent martingale measure in incomplete markets Are you missing come expectations in the right-hand side?