S_H

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visits member for 2 years, 3 months
seen Sep 29 '12 at 19:09
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Jan
31
 awarded  Yearling
Sep
29
 revised Difference between kappa and delta in mixed-effects model
included the code
Sep
26
 comment Difference between kappa and delta in mixed-effects model
I am not sure if this has an exact application in finance, but the underlying stochastic modeling is also used in quant finance. Purposefully, I have asked the question based on concept than on application which could be many, including finance.
Sep
26
 asked Difference between kappa and delta in mixed-effects model
Mar
23
 comment Can we explain physical similarities between Black Scholes PDE and the Mass Balance PDE (e.g. Advection-Diffusion equation)?
Thanks for the elaborate explanation mepuzza!
Mar
23
 accepted Can we explain physical similarities between Black Scholes PDE and the Mass Balance PDE (e.g. Advection-Diffusion equation)?
Mar
22
 comment Can we explain physical similarities between Black Scholes PDE and the Mass Balance PDE (e.g. Advection-Diffusion equation)?
Can you try to elaborate your answer a bit more?
Mar
22
 comment Can we explain physical similarities between Black Scholes PDE and the Mass Balance PDE (e.g. Advection-Diffusion equation)?
Just accepted answers from all of my previous questions.
Mar
22
 accepted What is the best method to compute project volatility in Real Option Valuation?
Mar
22
 awarded  Scholar
Mar
22
 accepted Appropriate measure of Volatility for economic returns from an asset?
Mar
22
 accepted Risk neutral probability in binomial lattice option coming greater than 1…what's wrong?
Mar
22
 accepted Few questions on Binomial-Lattice Option Valuation
Mar
22
 comment Can we explain physical similarities between Black Scholes PDE and the Mass Balance PDE (e.g. Advection-Diffusion equation)?
Oh ok. I am sorry about that. Thanks for informing me about the general norm.
Mar
22
 asked Can we explain physical similarities between Black Scholes PDE and the Mass Balance PDE (e.g. Advection-Diffusion equation)?
Mar
2
 awarded  Taxonomist
Jan
31
 awarded  Yearling
Apr
2
 comment Few questions on Binomial-Lattice Option Valuation
I think you are wrong in your first paragraph. Starting page 8, there's a good explanation about Binomial Lattice Option Valuation on this link slb.com/~/media/Files/resources/oilfield_review/ors03/win03/…
Apr
2
 revised Few questions on Binomial-Lattice Option Valuation
added edit 2 as an additional question; added 10 characters in body
Apr
2
 comment Few questions on Binomial-Lattice Option Valuation
If the binomial lattice is giving me option PV's, and my PV's are supposed to decrease with time, then why does half of values in my terminal nodes show an increase in values than what I start with (=S0). I have attached a snapshot of the values in the question.
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