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| bio | website | |
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| location | ||
| age | ||
| visits | member for | 2 years, 3 months |
| seen | Sep 29 '12 at 19:09 | |
| stats | profile views | 30 |
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Feb 7 |
comment |
Solving Path Integral Problem in Quantitative Finance using Computer Not to disregard this question as unrelated, but I'd suggest that you could find answer on how to code this on stackoverflow.com. Just a suggestion. |
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Feb 7 |
suggested | suggested edit on Solving Path Integral Problem in Quantitative Finance using Computer |
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Feb 7 |
comment |
Deterministic interpretation of stochastic differential equation @vonjd: Thanks! 1) There will not be a second derivative term. 2) See in this link: puc-rio.br/marco.ind/sim_stoc_proc.html#mc-mrd |
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Feb 7 |
answered | Deterministic interpretation of stochastic differential equation |
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Feb 6 |
answered | The Application of Quantitative Finance in Sports Betting |
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Feb 6 |
comment |
Appropriate measure of Volatility for economic returns from an asset? @barrycarter: PV is the discounted cash flow. Can be discrete or exponential discounting. Nevertheless, PV will be a function of time in either case. I have tried using monte carlo simulation to find volatility (to be used in B-S equation), however I want to explore what could be other methods to find volatility. As to your question, yes volatility is a function of time here. |
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Feb 6 |
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Appropriate measure of Volatility for economic returns from an asset? @Dimitris: What's your comment about? |
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Feb 6 |
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Appropriate measure of Volatility for economic returns from an asset? @Shane: I didn't devise the term 'real'. If you search for it then you'll find that its a concept borrowed from quant finance for use in assets other than just stock and derivatives. Hence, the term real. Also, not all the concepts of finance can be used here because of the difference in fundamental premise and assumptions. |
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Feb 5 |
revised |
Appropriate measure of Volatility for economic returns from an asset? grammer correction |
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Feb 5 |
asked | Appropriate measure of Volatility for economic returns from an asset? |
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Feb 2 |
awarded | Teacher |
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Feb 2 |
comment |
Are e-mini markets manipulated? +1 for an honest question. I read about this situation happening somewhere around last November (if I remember correctly) when market was closed soon after opening in morning. Investigation by SEC found out later a manipulative technique used by a small trading company in some state (I can't recall the name!). It bought huge amounts of stock in very short time. |
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Feb 2 |
awarded | Supporter |
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Feb 2 |
comment |
What are the best master programmes for someone interested in a career in quantitative finance? Not at all, IMHO. Here, in these above 4 schools, you're talking about Wall Street. |
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Feb 2 |
answered | What are the best master programmes for someone interested in a career in quantitative finance? |
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Feb 2 |
comment |
Mean reverting strategies Do you mean mean reverting pricing models like Orstein-Uhlenbeck? |
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Feb 1 |
awarded | Student |
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Feb 1 |
awarded | Editor |
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Feb 1 |
revised |
Approximately what proportion of a stock’s volatility is explained by market movement? grammer correction |
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Feb 1 |
answered | Approximately what proportion of a stock’s volatility is explained by market movement? |
