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Dec
16
comment Price of a Stock: What is it?
What does $E_0$ mean? Is it multiplied by the sum of the discounted coupons? or do you mean coupons are expressed as a ratio of some earnings?
Dec
16
comment How should option prices differ when using the Heston versus the Black-Scholes model?
What are the parameters you're using for the Black-Scholes and Heston models, respectively. Actually your question would benefit from including in both model's definition in order to be able to "visualize" the difference more clearly.
Dec
16
revised How should option prices differ when using the Heston versus the Black-Scholes model?
edited body; edited title
Dec
16
comment How to prove $\int_0^t W_s^2dWs = \frac{1}{3}W_s^3 - \int_0^t W_s ds$ using Ito's formula?
I totally understand, but then these should actually be embedded as comments. The idea is that we're trying to have questions/answers on the site, rather than questions/hints which might be more suited to a forum-like site. I mean he's accepted your answer but I thought it would be better now to completely solve it (it's not that long anyway).
Dec
16
comment How to prove $\int_0^t W_s^2dWs = \frac{1}{3}W_s^3 - \int_0^t W_s ds$ using Ito's formula?
If you decide to answer to this, then I'd invite you to provide the full solution.
Dec
16
revised How to prove $\int_0^t W_s^2dWs = \frac{1}{3}W_s^3 - \int_0^t W_s ds$ using Ito's formula?
edited title
Dec
16
comment Trading Interview Question (Bullish, Bearish)?
The first question was look for the answer provided by @amsh, there was probably a follow-up question asking if the price would be exactly the same as the initial price.
Dec
16
revised Trading Interview Question (Bullish, Bearish)?
added 68 characters in body
Dec
15
comment Risk Budgets with Target Portfolio Volatility
Which book and article are you referring to? Please provide the links.
Dec
15
comment Is there a free Source for currency forward rates into Excel?
All data sources we have here will be centralized in the question mentioned above.
Dec
15
revised Is there a free Source for currency forward rates into Excel?
deleted 2 characters in body; edited tags; edited title
Dec
14
awarded  Popular Question
Dec
11
comment $E[F_T] = F_0$, $p = \frac{1-d}{u-d}$ --> Which implies which?
By proving is both ways you show that $E[F_t] = F_o \iff p = \frac{1-d}{u-d}$, I think that's his point.
Dec
10
revised How do one solve $ \int_t^T \exp[\int_0^u-( r-\delta_s)ds] dW_u $? Double integral with general deterministic function $\delta(t)$
edited title
Dec
4
reviewed Reviewed Where can I find the best and worst performing US stocks on a given date?
Dec
4
comment How to apply the Feynman-Kac formula?
@SriramNagaraj if you're happy with the answer, then please mark it as accepted.
Dec
3
comment How to apply the Feynman-Kac formula?
Well, what have you tried so far? Maybe state the Faynman-Kac formula and see how it relates to your example first.
Dec
3
revised How to apply the Feynman-Kac formula?
added 50 characters in body; edited title
Dec
3
comment How to understand this tickdata `askvolume` and `bidvolume` fields?
Don't they provide documentation explaining what their fields mean?
Dec
2
comment How to understand this tickdata `askvolume` and `bidvolume` fields?
Where does this tick data come from?