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oliversm

Scientist at Oxford university.

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  • Oxford, United Kingdom
  • Member for 2 years, 11 months
  • 37 profile views
  • Last seen 20 hours ago

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Top posts (14) All Questions Answers | Votes Newest

5 Is it possible that under Black-Scholes: $\ln S_{T} \sim N \left ( \ln S_t - \frac{1}{2}\sigma^2(T-t), \sigma^2(T-t) \right )$ Jun 4 '16
4 Quantum Mechanics and Economics… What Jun 8 '16
4 Choice of time increment in Monte Carlo/ Geometric Brownian Motion (GBM) stock price prediction Jun 9 '16
3 Advantage of solving the Fokker-Planck equation over Monte-Carlo simulations Aug 23 '18
3 What's the explanation for the formula for the volatility of a stock / volatility of the continuously compounded return of a stock? Jun 4 '16
2 Solution for american perpetual put Jun 9 '16
2 Optimal number of iterations for quasi-Monte Carlo Aug 23 '18
1 what would be the most parsimonous sequence of study? Jun 11 '16
1 How do they calculate stocks implied volatility? Jun 30 '16
1 reference for elementary mortgage math Jul 1 '16
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