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Mar
19
revised How to compute the conditional expected value of a geometric brownian motion?
added 142 characters in body
Mar
19
comment How to compute the conditional expected value of a geometric brownian motion?
Yes, the two are different. The two are related by $\mathbb{E}[X|X<z] = \frac{\mathbb{E}[\mathbb{I}_{X<z} X]}{\mathbb{P}(X<z)}$. I'll add that part to my answer
Mar
18
answered How to compute the conditional expected value of a geometric brownian motion?
Mar
17
answered Fama French 3 Factor Data
Mar
10
answered Local volatility SVI parametrization
Mar
6
answered How to test the 5 Factor CAPM of Fama & French (2014)?
Feb
28
awarded  Yearling
Nov
6
answered Factor Model - Minimum Variance Portfolio [Complete Proof]
Aug
25
awarded  Necromancer
Jul
21
answered SVCJ (SVJJ) Duffie et. al Model implementation in Matlab
Jun
11
reviewed Approve Is there a step-by-step guide for calculating portfolio VaR using monte carlo simulations
May
13
awarded  Organizer
May
13
reviewed Edit Calculating Bollinger Band Correctly
May
13
revised Calculating Bollinger Band Correctly
Adding a relevant tag
May
1
comment Why are options called what they are called?
I do understand why the names are "intuitive". The question was aimed at getting a source where and when the names originated. For example, when the CBOE started option trading (I think in 1973), the names calls and puts was already well established. I am looking for a source, similar to TimHussonSLCG's answer, that discusses the origins of the names.
May
1
comment Why are options called what they are called?
Thank you very much for the source.
May
1
awarded  Scholar
May
1
accepted Why are options called what they are called?
Apr
30
awarded  Student
Apr
29
asked Why are options called what they are called?