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visits member for 2 years, 3 months
seen Feb 27 at 16:15

The earth is round (p < 0.01).


Oct
15
awarded  Popular Question
Sep
24
awarded  Autobiographer
Sep
6
awarded  Popular Question
Jul
2
awarded  Curious
Mar
12
awarded  Popular Question
Aug
19
awarded  Investor
Aug
6
awarded  Citizen Patrol
May
24
comment Can I use my powers for good?
"And they aren't open to hiring PhDs for entry level jobs (you are "overqualified")." Do you have any evidence to back this claim? A maths PhD I know got 4 job offers in entry-level finance, probably the in the top 5% in terms of success.
May
24
comment Can I use my powers for good?
How is insurance evil? We need mathematicians to price the extremely hard to price products that wouldn't exist without the talent. Insurance is incredible -- long-term disability insurance, life insurance, the positive impact of these products is far reaching. The evidence that statistical arbitrage is a net harm is not in yet. Some academics view automated market makers (at least) as liquidity providers without which a market can not even exist, and spread traders as aiding in instantaneous cross-asset price discovery. Sell-side quants can build products to help (e.g.)farmers reduce risk
May
24
comment Why $\frac{1}{2i}(e^{i\omega t} - e^{-i\omega t}) = \frac{i}{2} (e^{-i \omega t} - e^{i\omega t})$
I get it now thanks guys.
May
24
asked Why $\frac{1}{2i}(e^{i\omega t} - e^{-i\omega t}) = \frac{i}{2} (e^{-i \omega t} - e^{i\omega t})$
Mar
5
accepted Copula theory: Understanding this mapping ($t \mapsto C(t,a)$)
Mar
5
asked Copula theory: Understanding this mapping ($t \mapsto C(t,a)$)
Dec
26
comment Black scholes model type
@math Here: papers.ssrn.com/sol3/…
Dec
13
accepted What's the intuition behind non-integer exponents/powers
Dec
13
comment Integral with respect to Wiener process.
@did Can you supply the correct answer please?
Dec
13
accepted Solving SDE: $dX(t) = udt + \sigma X(t)dB(t)$
Dec
13
asked Expectations of multiplied Wiener processes.
Dec
12
revised Is this geometric Brownian Motion?
added 80 characters in body
Dec
12
comment Is this geometric Brownian Motion?
$\sigma(t)$ is stochastic and has a separate Wiener process inside of it.