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Sep
27
awarded  Scholar
Sep
27
awarded  Supporter
Sep
27
accepted Risk Neutral Pricing
Sep
27
comment Risk Neutral Pricing
thank you !!! could you tell me how could I use it in order to price a derivative with, let's say, F(S,t) as value...thank you! ^^
Sep
27
comment Risk Neutral Pricing
ops...I think I have the answer...It's a Martingale not due to the fact that it has no drift but because $\frac{dS^*}{S^*}$ is a brownian motion and it is a martingale. Sorry guys :)
Sep
27
comment Risk Neutral Pricing
I want to know why it's a martingale and how to use it in order to price derivatives, thank you again! ^^
Sep
27
asked Risk Neutral Pricing
Sep
22
asked Application of Panjer recursion scheme
Sep
9
awarded  Editor
Sep
9
revised Method for Constructing Poisson Processes
deleted 5 characters in body
Sep
9
asked Method for Constructing Poisson Processes
Sep
8
awarded  Student
Sep
8
asked Applications of Compound Poisson Processes