SRKX
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 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