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Apr
5
reviewed No Action Needed Interpreting Johansen co integration test
Apr
5
revised Pricing a call when minimum stock price above strike with certainty
Make question quote
Apr
5
comment Pricing a call when minimum stock price above strike with certainty
Please don't make a big mess of your question. This was horrible to look at. Also please clarify what you don't understand. The key insight here seems to be that the option will always be exercised.
Apr
5
revised Pricing a call when minimum stock price above strike with certainty
Clean up
Apr
5
reviewed Reviewed The danger of using Principal Component Analysis (PCA) in Robust Optimization problems
Apr
5
reviewed No Action Needed How Commercial Mortgage Backed Securities works?
Apr
5
reviewed No Action Needed How to use the asset covariance matrix for risk analysis in excess returns equation
Apr
5
reviewed No Action Needed Forward Credit Spreads
Apr
5
comment Proof of Hamada's Formula (Relationship between levered and unlevered beta)
I might but it's good to know what you found unconvincing about the other sources you found. Can you elaborate?
Apr
4
comment Hedging behind the decomposition of american put options
Read, but not studied and I stand by my answer as is :) I believe your new question can best be put in a new post. It will get more attention and keeps this thread clean.
Apr
3
reviewed No Action Needed How to make the algo decide over a optimal selling point?
Apr
3
reviewed No Action Needed asian option – exotic option – real data, authentic examples?
Apr
3
reviewed No Action Needed How discount TVaR of a put option?
Apr
3
reviewed Approve Factoring risk premium in to Forward Rate calculation
Apr
2
reviewed Approve Implied Volatility Calculation
Apr
2
reviewed Approve Create Markets Bubble Indicator
Apr
2
reviewed Approve Implied Volatility Calculation
Apr
2
comment Implied Volatility Calculation
OK, someone flagged and said: it's about why this example doesn't work. That might be of interest, kdragger does a good suggestion. If that is not the cause we probably need more information.
Apr
2
reviewed No Action Needed Create Markets Bubble Indicator
Apr
2
reviewed No Action Needed Diffusion Jump Processes