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Quantitative Finance
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BCLC's user avatar
BCLC's user avatar
BCLC
  • Member for 10 years, 8 months
  • Last seen more than a week ago
  • Los Angeles, CA
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About

BY DAY: Alt-Rock Ninja Cowgirl at Veridian Dynamics.

BY NIGHT: I write code and code rights for penalcoders.org, an awesome non-profit that will totally take your money at that link. My kids are cuter than yours.

FOR FUN: C+ Jokes, Segway Roller Derby, NYT Sat. Crosswords (in Sharpie!), Ostrich Grooming.

"If you see scary things, look for the helpers-you'll always see people helping."-Fred Rogers

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Top posts
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question
10
Given $\mathbb Q$ and $X_t$ is $\mathbb Q$-Brownian, find $\frac{d\mathbb Q}{d\mathbb P}$ / Uniqueness of Brownian or Radon-Nikodym derivative
Jul 10, 2016
question
9
Prove $E_{\mathbb Q}[X_t | \mathscr F_u] = X_u$ given $Y_t$ is a martingale
Dec 11, 2015
question
8
Do quants need to know Accounting?
Jun 20, 2014
question
7
How to use the Girsanov theorem to prove $\hat{W_t}$ is a $\hat{\mathbb P}$-Brownian motion?
Dec 19, 2015
question
7
How can we have negative probabilities in finance? Can we have negative payments in bonds? If not, how else can we have negative probabilities?
Jul 9, 2016
answer
6
Prove $E_{\mathbb Q}[X_t | \mathscr F_u] = X_u$ given $Y_t$ is a martingale
Dec 11, 2015
question
6
Can the concept of negative probabilities be used to price a call option?
Jul 20, 2016
question
6
Credit Rating or Probability of Default from Financial Ratios
Dec 25, 2014
question
5
Pricing when arbitrage is possible through Negative Probabilities or something else
Dec 9, 2015
question
4
Solving a backwards heat equation using stochastic calculus
Dec 11, 2015
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131
GRE Subject Test - Past Papers, Books, Advice
107
GRE Subject Test - Past Papers, Books, Advice
64
Inadmissible theorems in research
48
Is education in Europe really this cheap?
41
Why are US PhDs different from European PhDs?