Reputation
6,991
Next tag badge:
37/100 score
13/20 answers
Badges
3 20 53
Impact
~300k people reached

Dec
31
revised What is the difference between book value per share (BVPS) and earning per share(EPS)?
removed courtesies, fixed typos
Dec
23
revised How to use the Girsanov theorem to prove $\hat{W_t}$ is a $\hat{\mathbb P}$-Brownian motion?
edited tags; edited title
Dec
22
revised How to derive this approximation of the risk-neutral expectation of the variance?
added 21 characters in body; edited title
Dec
21
revised Why is my Euler discretization error increasing with number of steps?
added 75 characters in body; edited title
Dec
16
revised How should option prices differ when using the Heston versus the Black-Scholes model?
edited body; edited title
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
revised Trading Interview Question (Bullish, Bearish)?
added 68 characters in body
Dec
15
revised Is there a free Source for currency forward rates into Excel?
deleted 2 characters in body; edited tags; edited title
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
3
revised How to apply the Feynman-Kac formula?
added 50 characters in body; edited title
Dec
2
revised How to understand this tickdata `askvolume` and `bidvolume` fields?
added 4 characters in body; edited title
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
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
revised How to price an option allowing to change a call into a put?
deleted 35 characters in body; edited tags; edited title
Nov
23
revised How to price a path dependent exchange option using?
added 29 characters in body
Nov
22
revised How to price a path dependent exchange option using?
added 20 characters in body; edited title
Nov
22
revised How to use the stock as a numeraire to price a derivative with payoff of the form $(S_T f(S_T))^+$?
deleted 22 characters in body; edited tags; edited title
Nov
22
revised Why is the price of a call option with $K=0$ equal to the price of the stock $S_0$?
deleted 15 characters in body
Nov
18
revised How to get to this answer on Macauley duration?
added 45 characters in body; edited tags; edited title