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by Collector
March 5th, 2019, 7:14 pm
Forum: Book And Research Paper Forum
Topic: Malliavin Calculus for Lévy Processes with Applications to Finance
Replies: 30
Views: 680

Re: Malliavin Calculus for Lévy Processes with Applications to Finance

u must all be quants ?  Option traders (and cats) use (very) sophisticated heuristics!


by Collector
March 5th, 2019, 9:14 am
Forum: Book And Research Paper Forum
Topic: Malliavin Calculus for Lévy Processes with Applications to Finance
Replies: 30
Views: 680

Re: Malliavin Calculus for Lévy Processes with Applications to Finance

"Sure, hedging, sensitivities, stoch vol.." 

sure, but to what degree do we need Malliavin calculus for it? or is it mainly another way to solve problems solved before with "older" techniques?  
by Collector
March 4th, 2019, 11:25 pm
Forum: Book And Research Paper Forum
Topic: Malliavin Calculus for Lévy Processes with Applications to Finance
Replies: 30
Views: 680

Malliavin Calculus for Lévy Processes with Applications to Finance

Malliavin Calculus for Lévy Processes with Applications to Finance " This book is an introduction to Malliavin calculus as a generalization of the classical non-anticipating Ito calculus to an anticipating setting" where they able to do much "new" with Malliavin C in finance? I remember great optim...
by Collector
March 4th, 2019, 8:24 pm
Forum: Technical Forum
Topic: Riemann zeta function finance, much used?
Replies: 0
Views: 195

Riemann zeta function finance, much used?

I have used the Riemann zeta function a few times in practical option valuation, discrete barrier adjustments, Glasserman style   (see for example my Incomplete Guide) or the Glass paper: http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.434.9647&rep=rep1&type=pdf see also  https://www.scienc...
by Collector
March 1st, 2019, 5:40 pm
Forum: Off Topic
Topic: norway
Replies: 334
Views: 30793

Re: norway

highest waterfall in Iceland
Image
Screen Shot 2019-03-01 at 6.38.35 PM.png
by Collector
February 27th, 2019, 3:11 pm
Forum: Off Topic
Topic: What is your Erdos number?
Replies: 121
Views: 29558

Re: What is your Erdos number?

"My Erdos number is -1 said the old man that was born long before Erdos. Who was this man?"

so no one will live longer than the old man, why he is old I guess.
by Collector
February 26th, 2019, 4:46 pm
Forum: Off Topic
Topic: What is your Erdos number?
Replies: 121
Views: 29558

Re: What is your Erdos number?

Harry, Erdos #2 is now 91
by Collector
February 25th, 2019, 7:04 pm
Forum: Off Topic
Topic: Positive wilmotting
Replies: 1237
Views: 37983

Re: Positive wilmotting

""My neighbors look at me like, 'Who's the idiot out there grilling when it's snowing?' " Mr. Thomas says. "I love to stand outside next to my grill and watch it snow, with wine in hand or maybe warm bourbon."" https://www.wsj.com/articles/SB10001424 ... 3953149852
by Collector
February 25th, 2019, 6:08 pm
Forum: Off Topic
Topic: All about Cats
Replies: 685
Views: 34481

Re: All about Cats

Screen Shot 2019-02-25 at 7.07.35 PM.png
by Collector
February 24th, 2019, 9:32 pm
Forum: Off Topic
Topic: All about Cats
Replies: 685
Views: 34481

Re: All about Cats

Screen Shot 2019-02-24 at 10.30.44 PM.png
by Collector
February 19th, 2019, 11:48 pm
Forum: Off Topic
Topic: Melodic Metal
Replies: 384
Views: 23575

Re: Melodic Metal

"She's amazing! Look at 1:14! (She's got a Norwegian Forest cat.)"

the new rating system for music!! Tripple Cat gives quite good rating? she has 3 cats in that music video 
by Collector
February 18th, 2019, 11:16 pm
Forum: Off Topic
Topic: RIP
Replies: 601
Views: 37771

Re: RIP

lucky girl! (but sweetness is short)
by Collector
February 18th, 2019, 9:58 pm
Forum: Off Topic
Topic: RIP
Replies: 601
Views: 37771

Re: RIP

that was before, naturally not during!
by Collector
February 18th, 2019, 9:35 pm
Forum: Off Topic
Topic: Melodic Metal
Replies: 384
Views: 23575

Re: Melodic Metal

everyday is a birthday party! she really has talent
by Collector
February 18th, 2019, 9:29 pm
Forum: Off Topic
Topic: Melodic Metal
Replies: 384
Views: 23575

Re: Melodic Metal

Great backdrop, is it Reykavik?
I suspect somewhere in Ålesund area, wonderful beautiful area, and very nice town
GZIP: On