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Financial mathematician-beginner.


Sep
21
comment Limit Point of Zero Points Implying a Zero Function
Thanks. This has got to be it. Which brings me to the question why am I not aware of that. Is that perhaps a corollary of some more "famous" theorem?
Sep
21
revised Limit Point of Zero Points Implying a Zero Function
added 11 characters in body
Sep
21
asked Limit Point of Zero Points Implying a Zero Function
Sep
19
accepted Euler-Lagrange equation: Differentiation with respect to x
Sep
19
asked Euler-Lagrange equation: Differentiation with respect to x
Sep
19
comment Strong and weak extrema
I feel like I follow and agree with everything you wrote. But it is exactly this that confuses me. When we add the stronger condition $P'$, we, as you noted, we eliminate some functions. Take a function that we eliminate. This function would then be within the neighborhood of the strong extrema, but not the weak one. How does that then imply the implication strong $\implies$ weak? In other words, it seems as if the weak extremum is "more of an extremum" than the strong one.
Sep
18
asked Strong and weak extrema
Aug
2
awarded  Self-Learner
Jul
2
awarded  Curious
Jun
5
comment A High School Exponential Decay Question
Ha, how neat! Of course, not going to explain this one to my student, but I like it.
Jun
5
asked A High School Exponential Decay Question
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?