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Dec
11
comment $E[F_T] = F_0 \ \rightarrow \ \text{or} \ \leftarrow \ p = \frac{1-d}{u-d}$?
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?
Dec
2
revised How to understand this tickdata `askvolume` and `bidvolume` fields?
added 4 characters in body; edited title
Dec
2
comment How to estimate the price of a European call when the underlying is not tradable?
@Olaf I see your point. I'm trying to consider a case where the options are not traded either.
Dec
1
comment How to estimate the price of a European call when the underlying is not tradable?
@StudentT I've heard this argument, but let's say the payoff is cash-settled, then it clearly has a value right?
Dec
1
revised How to estimate the price of a European call when the underlying is not tradable?
added 113 characters in body
Dec
1
comment How to estimate the price of a European call when the underlying is not tradable?
@owner example is a call on a company not publicly traded, which might become tradable in the future
Dec
1
comment How to estimate the price of a European call when the underlying is not tradable?
Well a real option would be valued assuming you delta hedge in most cases, I'm looking to see which other methods are available.
Dec
1
revised How to price an option allowing to change a call into a put?
added 2 characters in body
Dec
1
revised How to price an option allowing to change a call into a put?
added 2 characters in body
Dec
1
asked How to estimate the price of a European call when the underlying is not tradable?
Dec
1
awarded  Copy Editor
Dec
1
comment Liquidity effect in case MS decrease
You'll need to document your question a lot more to make it more understandable and self-sufficient.
Dec
1
revised How to price an option allowing to change a call into a put?
deleted 35 characters in body; edited tags; edited title