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by Alan
August 10th, 2022, 2:23 pm
Forum: Book And Research Paper Forum
Topic: "Option Pricing, Risk Premium, and Arbitrage: An Argument for Volatility-Modified Risk-Neutral Prices."
Replies: 71
Views: 6656

Re: "Option Pricing, Risk Premium, and Arbitrage: An Argument for Volatility-Modified Risk-Neutral Prices."

Long version. Generally, one defines (i) a market environment; then (ii) a set of admissible trading strategies; then (iii) an arbitrage portfolio. The simplest (i) is a market with a GBM stock price S(t) plus a zero-interest-rate bond price B(t)=1. Then, (ii) are arbitrary portfolio processes: V(t...
by Alan
August 9th, 2022, 7:29 pm
Forum: Book And Research Paper Forum
Topic: "Option Pricing, Risk Premium, and Arbitrage: An Argument for Volatility-Modified Risk-Neutral Prices."
Replies: 71
Views: 6656

Re: "Option Pricing, Risk Premium, and Arbitrage: An Argument for Volatility-Modified Risk-Neutral Prices."

Long version. Generally, one defines (i) a market environment; then (ii) a set of admissible trading strategies; then (iii) an arbitrage portfolio. The simplest (i) is a market with a GBM stock price S(t) plus a zero-interest-rate bond price B(t)=1. Then, (ii) are arbitrary portfolio processes: V(t)...
by Alan
August 4th, 2022, 5:50 pm
Forum: Off Topic
Topic: Stupid question of the day
Replies: 2761
Views: 248010

Re: Stupid question of the day

What if they gave a recession and nobody came?
by Alan
August 3rd, 2022, 7:17 pm
Forum: Off Topic
Topic: is twitter for mentally ill people?
Replies: 435
Views: 74318

Re: is twitter for mentally ill people?

At this stage it is still unclear though whether the WH will disclose what movies Pelosi watched during her flight.
What happens in Taipei, stays in Taipei
by Alan
August 3rd, 2022, 7:04 pm
Forum: Politics Forum
Topic: What is democracy?
Replies: 129
Views: 42053

Re: What is democracy?



Ugly American!
veterans of 1949?
Henny Youngman Brigade -- "Take my island ... please!"
by Alan
July 25th, 2022, 2:28 pm
Forum: Politics Forum
Topic: FSU, Toby Young, Eugenics & Wilmott.com
Replies: 135
Views: 32943

Re: FSU, Toby Young, Eugenics & Wilmott.com

Yes, Mel Brooks is a comedy genius. Haven't seen an uncensored version of "Blazing Saddles" on tv for 15 years.
by Alan
July 22nd, 2022, 3:44 pm
Forum: Off Topic
Topic: Muy Caliente - Latin Music!!
Replies: 261
Views: 76369

Re: Muy Caliente - Latin Music!!

The only Shakira-Santana collaboration I know. BTW, he's not in the clip, but the (pre-recorded) background is his:
by Alan
July 21st, 2022, 4:29 pm
Forum: Off Topic
Topic: Muy Caliente - Latin Music!!
Replies: 261
Views: 76369

Re: Muy Caliente - Latin Music!!

Great clip!

At Woodstock (1969):
by Alan
July 18th, 2022, 6:00 pm
Forum: Off Topic
Topic: Grammar Time!
Replies: 1777
Views: 254086

Re: Grammar Time!

I'd say no comma. Better: "Here we give..."
by Alan
July 17th, 2022, 1:48 pm
Forum: Off Topic
Topic: Muy Caliente - Latin Music!!
Replies: 261
Views: 76369

Re: Muy Caliente - Latin Music!!

An oldie:
by Alan
July 14th, 2022, 5:57 pm
Forum: Off Topic
Topic: News from Outer Space
Replies: 1268
Views: 171807

Re: News from Outer Space

by Alan
July 14th, 2022, 3:23 pm
Forum: Careers Forum
Topic: HOW DO YOU FIND A QUANT JOB?
Replies: 4
Views: 1203

Re: HOW DO YOU FIND A QUANT JOB?

HOW DO YOU FIND A  QUANT JOB? 
RULE#1. NEVER TURN DOWN OFFERS OF HELP