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by Paul
December 29th, 2002, 11:19 pm
Forum: The Quantitative Finance FAQs Project
Topic: What is the Martingale approach to pricing?
Replies: 25
Views: 218780

What is the Martingale approach to pricing?

As TheInvestmentBiker says: "Provide the gist of the Martingale approach in 10-20 lines ? (Without using any kind of abstract thinking etc. stressing mainly changing the drift/Girsanov etc). This should ideally help somebody to understand what he is actually doing/going to do/why it works."P
by Paul
December 29th, 2002, 11:16 pm
Forum: The Quantitative Finance FAQs Project
Topic: What is the Black-Scholes equation?
Replies: 22
Views: 209699

What is the Black-Scholes equation?

Summarize the meaning and relevance...we'll worry about proving/improving in other threads!P
by Paul
December 29th, 2002, 7:34 pm
Forum: The Quantitative Finance FAQs Project
Topic: Why does risk-neutral valuation work?
Replies: 11
Views: 208621

Why does risk-neutral valuation work?

OK...why is it supposed to work?!P
by Paul
December 29th, 2002, 5:21 pm
Forum: The Quantitative Finance FAQs Project
Topic: What is put-call parity?
Replies: 18
Views: 252551

What is put-call parity?

Alan, you can drop the constant interest rate assumption by replacing the last term with the value of a zero-coupon bond paying K at the option maturity...should such a thing exist!P
by Paul
December 29th, 2002, 8:58 am
Forum: The Quantitative Finance FAQs Project
Topic: Subjects, please...
Replies: 430
Views: 393874

Subjects, please...

I've added one from plessas...I won't be posting any more new questions until people start answering the four questions that are already up there!!! (But feel free to keep the suggestions coming anyway.)P
by Paul
December 29th, 2002, 8:56 am
Forum: The Quantitative Finance FAQs Project
Topic: What is put-call parity?
Replies: 18
Views: 252551

What is put-call parity?

Suggested by plessas. This should be an easy one! Explain it, when does it work, when not, assumptions...P
by Paul
December 29th, 2002, 8:53 am
Forum: Off Topic
Topic: Quantitative Finance FAQ?
Replies: 34
Views: 193797

Quantitative Finance FAQ?

Omar, please continue with your complaints in Forum bugs thread. (But when I did a search for author 'Paul' in the 'Technical Forum' I found a couple of hundred.)Now, back to FAQs.Thanks, plessas, everyone please keep the FAQs Forum clean and tidy!P
by Paul
December 28th, 2002, 9:31 pm
Forum: General Forum
Topic: The MATH Channel on Cable TV?
Replies: 11
Views: 191027

The MATH Channel on Cable TV?

I did pitch a series idea to the Money Channel a few years ago...they didn't take it up...and shortly afterwards they closed down anyway...their loss!P
by Paul
December 28th, 2002, 9:29 pm
Forum: Off Topic
Topic: Quantitative Finance FAQ?
Replies: 34
Views: 193797

Quantitative Finance FAQ?

kutilya, is that, like, a good thing or a bad thing?!P
by Paul
December 28th, 2002, 9:27 pm
Forum: The Quantitative Finance FAQs Project
Topic: Subjects, please...
Replies: 430
Views: 393874

Subjects, please...

So now we've got a few questions...let the answers start rolling in!P
by Paul
December 28th, 2002, 9:26 pm
Forum: The Quantitative Finance FAQs Project
Topic: What are low discrepancy numbers?
Replies: 8
Views: 196933

What are low discrepancy numbers?

Definitions...how to construct them...uses...all info gratefully received.P
by Paul
December 28th, 2002, 7:54 pm
Forum: The Quantitative Finance FAQs Project
Topic: Why does risk-neutral valuation work?
Replies: 11
Views: 208621

Why does risk-neutral valuation work?

Suggested by mj.P
by Paul
December 28th, 2002, 6:56 pm
Forum: Book And Research Paper Forum
Topic: Benninga vs Staunton
Replies: 1
Views: 189770

Benninga vs Staunton

Search the site first!P
by Paul
December 28th, 2002, 6:53 pm
Forum: Off Topic
Topic: Quantitative Finance FAQ?
Replies: 34
Views: 193797

Quantitative Finance FAQ?

Drum roll...The Quantitative Finance FAQs Project Forum !!!P