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Financial mathematician-beginner.


Jun
3
comment probability that all players score
and one: The free throw awarded to a shooter who is fouled while scoring. Source: en.wikipedia.org/wiki/Glossary_of_basketball_terms
Jun
3
comment Calculating VaR, CVaR
@RRL Thank you. Are you sure the bounds in the CVaR should not then be reversed, since I am dealing with a profit, rather than a loss density function?
Jun
3
accepted Fair Value Of a Call Option
Jun
3
comment Discrete Mathematics - Is my answer correct?
So, in fact, my original answer was correct?
Jun
3
awarded  Cleanup
Jun
3
revised Discrete Mathematics - Is my answer correct?
added 2 characters in body
Jun
3
revised Discrete Mathematics - Is my answer correct?
rolled back to a previous revision
Jun
3
revised Discrete Mathematics - Is my answer correct?
deleted 36 characters in body
Jun
3
answered Discrete Mathematics - Is my answer correct?
Jun
3
asked Calculating VaR, CVaR
Jun
3
comment Fair Value Of a Call Option
Thank you very much. This question is a question from a past exam from a lecture and your answer seems to go beyond the scope of the lecture (don't get me wrong, it is perfectly understandable, I just cannot imagine a person that'd answer this, having only done the course, as we've never done anything like that and one would have to pull it out of thin air using a great deal of intuition). Thus I am wondering, are there perhaps any hidden assumptions or simplifications (even if they change the nature of the question a bit) that could've been made in a more rudimentary course?
Jun
2
accepted A Quick Set Notation Question
Jun
2
comment A Quick Set Notation Question
Yes, you are correct, I was thinking of an imaginary second vertical bar, having two "such thats". Thanks.
Jun
2
comment A Quick Set Notation Question
Ah, right, because there's no vertical bar or colon between the two brackets denoting "such that", is that correct?
Jun
2
comment A Quick Set Notation Question
Is it always false? I think by now we can conclude that this is almost certainly a mistake, but I think that I am not understanding this wrong notation correctly. Could you elaborate on why is it an empty set?
Jun
2
comment Convexity of a rational function
@MichaelGrant you are correct, added (dis) in the first sentence.
Jun
2
revised Convexity of a rational function
added 5 characters in body
Jun
2
asked A Quick Set Notation Question
Jun
2
asked Fair Value Of a Call Option
Jun
1
revised How can we relate calculus, trigonometry etc in real life
added 83 characters in body