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 May 6 answered Is a stationary process necessarily mean-reverting? Feb 21 awarded Yearling Dec 30 comment FTAP a-la Harrison, Kreps and Pliska @user8: I meant this one Nov 9 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. Nov 9 comment What is a canonical book or article to learn pair trading? The book "Pairs trading" by Vidyamurthy is a standard reference Sep 24 awarded Autobiographer Jul 2 awarded Curious Jun 19 awarded Notable Question Apr 15 awarded Tumbleweed Apr 14 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? Apr 14 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 :) Apr 11 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? Apr 10 comment How can the Wiener process be nowhere differentiable but still continuous? @Probilitator: thanks. 3d - is some quant joke I fail to understand? Apr 10 answered How can the Wiener process be nowhere differentiable but still continuous? Apr 9 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? Apr 8 awarded Tag Editor Apr 8 revised market-making wiki excerpt added 250 characters in body Apr 8 wiki created market-making excerpt Apr 8 suggested approved edit on market-making tag wiki excerpt Apr 8 accepted Particular kind of market game