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visits member for 1 year, 9 months
seen Jul 9 at 8:16

Financial mathematician-beginner.


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
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
comment Discrete Mathematics - Is my answer correct?
So, in fact, my original answer was correct?
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
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.
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
comment Convexity of $\sqrt{x^2+y^2}$
Thanks, that indeed is a quick and efficient way, if one knows this property of norms. Given the background though, this is definitely not what the examiner would expect the person to answer, so I'd guess there still has to be another way.
Feb
14
comment when to use sine vs cosine vs tangent
SOH CAH TOA helps a lot to remember the rules, btw (just say it out loud a few times, shouting like a kendo fighter and you will never forget them, ever)
Feb
12
comment Meaning of Clo(A), Int(A), Rint(A)
Actually, thinking about it - why is optimalisation bad?
Feb
12
comment Meaning of Clo(A), Int(A), Rint(A)
Thanks! Well the text is in Czech and optimalisation is my translation, so that would be mistake on my part, but as for the usage of those terms, you're right!
Feb
12
comment How to verify that a basis is indeed a basis? (and Vector Spaces)
Related: math.stackexchange.com/questions/123448/…
Feb
11
comment Formula for calculating parking time
Just as a thought, I'd imagine converting to a 24-hour system might be helpful.
Feb
11
comment How to check for division ring's definition.
Ah, here's for the beginner's mistakes. Thanks.
Feb
11
comment How to check for division ring's definition.
Uhm, I meant once again with modulo $3$, or am I missing something? If not then I'll add that to the question.
Feb
10
comment how do I find the inverse of this matrix?
Probably yes. You wrote ${8e^{9^t}}$ and probably meant ${8e^{9t}}$. Do learn to use Mathjax notation!
Feb
10
comment Online MathJaX editor
@littleO look at my new answer to this question, the site I am linking might be able to do that, I think that in the introduction it mentioned something about posting it to a blog.