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Financial mathematician-beginner.


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
Jun
1
answered How can we relate calculus, trigonometry etc in real life
May
26
revised Understanding this calculus simplification
added 8 characters in body
May
26
revised Understanding this calculus simplification
edited body
May
26
answered Understanding this calculus simplification
May
26
comment Understanding this calculus simplification
In cases like this, it's best to take the end result and differentiate it, it usually gives you a clue of what happened.
May
26
revised Convexity of a rational function
added 56 characters in body
May
26
asked Convexity of a rational function
May
26
accepted Convexity of $\sqrt{x^2+y^2}$
May
26
revised Convexity of $\sqrt{x^2+y^2}$
better question name