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Feb
9
awarded  Editor
Feb
9
comment What is a martingale?
Yes, that's an important detail one is likely to forget about.
Feb
9
revised What is a martingale?
added 70 characters in body
Feb
9
comment What is a martingale?
A martingale does not have to be a Markov process.
Feb
9
answered What is a martingale?
Feb
9
comment What is a martingale?
Please correct the spelling error in the question (it's "martingale" not "martinglane").
Feb
8
answered How do I price OANDA box options?
Feb
8
comment How to show that this weak scheme is a cubature scheme?
You may try asking this question on mathoverflow.net, it seems to be math-heavy enough.
Feb
8
answered Black-Equivalent Volatility
Feb
8
answered Expected Growth
Feb
8
comment What programming languages are most commonly used in quantitative finance?
Java is becoming popular in algorithmic trading (which has its quant side as well).
Feb
8
awarded  Commentator
Feb
8
comment QuantLib in industry
Done that for you :D
Feb
8
comment How do banks actually make money on mortgages
How can they do it? I mean, mortage is an upfront expense for the bank, so they must have 100% of the cash to provide it to the home buyer.
Feb
8
awarded  Supporter
Feb
8
comment What concepts are the most dangerous ones in quantitative finance work?
This estimate is a function of time in the future. You re-estimate this function each day, as you said.
Feb
8
answered QuantLib in industry
Feb
7
answered Solving Path Integral Problem in Quantitative Finance using Computer
Feb
7
awarded  Critic
Feb
7
comment What concepts are the most dangerous ones in quantitative finance work?
But... nobody assumes "constant drift and volatility" in practice. Did you mean "deterministic"?