Can i post my mathematical finance questions here??

DcifrThs · #1 11-22-2005, 03:28 AM

im curious if there are people on this board who wouldn't mind if i posted some mathematical finance questions i have from class to generate discussion and get more insight into the drivers of the asset pricing models.

topics id post about (all in continuous space):

black shoels merton equation with jumps (stochastic process).
stochastic calculus.
brownian motion and its applications in asset pricing.
derivations of option pricing.
Ito-Doeblin equations for brownian motion and Ito processes.

and some misc. topics.

so yay or nay?

Barron

purnell · #2 11-22-2005, 04:48 AM

I suppose you can post whatever you like, so I voted "no", I don't mind (as if it mattered whether I mind). If you get some good replies, I might learn something, and it would be a welcome break from the religion debate.

jason_t · #3 11-22-2005, 04:51 AM

While I'm not interested in your topic per se, I would read your posts and possibly even find something to contribute. I'm more interested in the possible inspiration to others to post more mathematical content.

#4 11-22-2005, 05:20 AM

Post away. I voted yes without closely reading the poll question, assuming I was answering the question in the subject line. Not that I know much about such things, but I'm interested in learning.

benkahuna · #5 11-22-2005, 07:47 AM

You worded your question in such a way that people are going to answer yes when they mean to answer no.

I answer no, I don't mind. It fits within the rubric of this forum, but it was very considerate of you ask what people thought, even if you might have some vested interest in the matter.

DcifrThs · #6 11-22-2005, 03:30 PM

[ QUOTE ]
You worded your question in such a way that people are going to answer yes when they mean to answer no.

[/ QUOTE ]

[censored].

thats what i get for posting at 3am.

i asked because as you can see from the primer, some of it is really dense and kinda hard to read b/c i can't use greek symbols in this text box.

Barron

VBCurtis · #7 11-22-2005, 06:22 PM

I *really* hope you post some of these questions. I took graduate-level real analysis, game theory, and options courses, then quit the PhD math track I was on. I'm likely heading back to school in 2006 or 2007 for PhD finance, so I'd love to participate in any discussions like this.
-Curtis

edtost · #8 11-22-2005, 10:16 PM

as an undergrad in a financial engineering program, I am currently studying all of the above topics, so this would definitely be interesting.

i would selfishly suggest posting formulas in LaTeX syntax so we can copy/paste to get readable expressions, though. Reading the formulas in your first couple of finance posts hurt.

DcifrThs · #9 11-22-2005, 11:03 PM

[ QUOTE ]
as an undergrad in a financial engineering program, I am currently studying all of the above topics, so this would definitely be interesting.

i would selfishly suggest posting formulas in LaTeX syntax so we can copy/paste to get readable expressions, though. Reading the formulas in your first couple of finance posts hurt.

[/ QUOTE ]

please PM me the details.

Barron

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