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Feb
10
accepted What is a Structurer?
Feb
10
answered on “recovering probability distributions from option prices” - how to subtract influence of stochastic volatility?
Feb
10
comment What is a martingale?
"you can think that all information is in the current price, I think this more comparable to Markov Property" -- I think rather that EMH is saying that the price is an adapted process -- Markov or not.
Feb
10
comment What is a martingale?
Added some more.
Feb
10
revised What is a martingale?
added 250 characters in body
Feb
10
comment What is a Structurer?
Then why "What is a Quant" is acceptable?
Feb
9
awarded  Student
Feb
9
asked What is a Structurer?
Feb
9
comment What is a Quant
I would change "develops" to "develops, implements, tests and maintains". Otherwise, I think it's the best definition. Short and to the point.
Feb
9
comment What is a Quant
75% of the time, a quant is a well-paid programmer.
Feb
9
comment What is a Quant
I think this is explaining a vague term by an even more vague term. Is a structurer a financial engineer too? what about the quant traders?
Feb
9
comment What is the implied volatility skew?
"It shows that OTM puts (high demand) are usually have higher price (for the same expiry) than OTM calls (high supply to buy protective puts)." -- this is incorrect both factually and grammatically.
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.