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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"?
Feb
7
comment What concepts are the most dangerous ones in quantitative finance work?
This is quite vague.
Feb
7
comment What concepts are the most dangerous ones in quantitative finance work?
Interesting. Can say more about the dangers in backtesting?
Feb
6
comment What concepts are the most dangerous ones in quantitative finance work?
Of course, you can develop models which follow the main lines of the BS framework but take into account transaction costs, discrete rebalancing and also jumps.
Feb
6
awarded  Teacher