Recent content by koupparis

Take the courses. Think about what you're interested in (and also what's useful) and maybe don't do the minor, and just take other CS courses to supplement your goals/skills. You can always list a CS concentration or the CS courses on your resume instead of the minor.

Most math PhD students finish their degree in 5 years, doing not much else but studying maths and doing research. While I don't know your personal background, it's a little ambitious to assume you can do this in 5-6 years part-time, after being out of school for what I assume is 10 years. What...

Another way of thinking of this without resorting to too much probability. The HHH....TTT sequence is not unique, in that any other combination of H, T of length 12 should have the same probability of occurring and hence the same expectation. Since we only have 10^6-12+1 possible sets of 12, and...

I have been using Gmail since it debuted in beta. I've had no issue with YouTube emails, nor have i been forced to have a Google+ account. What am i missing here?

For VaR, most places I know go with a theoretical price, so you don't have to worry about piecing together price series.

I don't think this is a sufficient condition in general, all principal minors need to be be nonnegative. (In this case it may be sufficient).

Take original BS solution and replace mu and sigma with the new mu and sigma from the SDE for S^2.

Use Ito's lemma. X = S^2 follows GBM, so the payoff of max(X-K,0) has the same closed form solution as a plain vanilla options with the appropriate substitutions for drift and vol.

x=3n is true regardless of what x and n are, given your assumptions. If n is an integer, then x must be as well. In which case this function is not continuous. You can't assume it's continuous based on the fact that x is real, then turn around and say x is an integer, but the prior conclusion...

Still don't follow your logic. How does x = 3n imply that x or n are integers?

In this case x is an integer and hence our function is not continuous.

This function is not continuous so IVT doesn't apply.

For any \(\epsilon>0\)? :) I agree intuition says yes, but a proof/solution solidifies it.

Can you guarantee that at some point x = 3n, for every possible combination? Suppose my current ratio is 54 / (54 +92), how do you know that at some point x = 3n? Can I go from 74.81% to 75.62% without touching 75%? Turns out this was pretty trivial... Let x = success, y = failure. We're...

Of course it has a solution when x = 3n. But this is only sufficient, and not a necessary condition.