20130823
Objectives: This blog is intended to be a place holder for my thoughts and ideas during this transition time.
some future works
1. why stock (expected) alpha is not in the option price
2. how to derive risk neutral probability from the historical data
3. compare different option pricing models
4. duality between skin depth and sigma in the option price model
5. diffusion versus black scholes equation
6. my conductive heating course (RPI)
7. FEM, FDM, BEM for black schole equation
8. linear programming application in finance engineering
9. compare theory with real world data
some future works
1. why stock (expected) alpha is not in the option price
2. how to derive risk neutral probability from the historical data
3. compare different option pricing models
4. duality between skin depth and sigma in the option price model
5. diffusion versus black scholes equation
6. my conductive heating course (RPI)
7. FEM, FDM, BEM for black schole equation
8. linear programming application in finance engineering
9. compare theory with real world data
