Taylor Martin

Mahattan, NY

Apr
13
awarded Popular Question
Apr
12
answered Show that a Cauchy sequence has a fast-Cauchy subsequence
Apr
10
comment $dx=\frac {dx}{dt}dt $. Why is this equality true and what does it mean?
No precise meaning, and none is needed really. The point of my answer (the second part anyway) is to view the differentials in the expression as quantities $\delta x$ and $\delta t$ - when they are finite, you get the same form of the expression plus a small error; as you send the quantities closer to $0$, the error disappears, but so do the quantities - you fix this by dividing and examining the ratio (which in turn leads right back to the first interpretation). Thinking of $dx(\cdot)$ as a linear functional of $\delta t$ is likely beyond the scope of the OP's knowledge.
Apr
10
comment $dx=\frac {dx}{dt}dt $. Why is this equality true and what does it mean?
Correct, so you didn't read it apparently.....
Apr
10
comment $dx=\frac {dx}{dt}dt $. Why is this equality true and what does it mean?
I don't follow you - did you read the entire response?
Apr
10
revised $dx=\frac {dx}{dt}dt $. Why is this equality true and what does it mean?
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Apr
10
revised $dx=\frac {dx}{dt}dt $. Why is this equality true and what does it mean?
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Apr
10
revised $dx=\frac {dx}{dt}dt $. Why is this equality true and what does it mean?
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Apr
10
answered $dx=\frac {dx}{dt}dt $. Why is this equality true and what does it mean?
Apr
2
asked Literature on "Risky Risky" Method
Mar
17
comment Deposit vs. LIBOR rates? (Bloomberg/SuperDerivatives)
See response to Phil H's answer below.
Mar
17
comment Deposit vs. LIBOR rates? (Bloomberg/SuperDerivatives)
So for example if you go to the terminal and look up USD/RUB Curncy OVDV and go to the tab Dep/Fwd Rates. What is this "deposit rate?" Similar for other currency options/forward contracts in Bloomberg. SuperDerivatives has the same language.
Mar
17
accepted Excel VBA RegEx Using * (asterik) + End-Points to Match Entire String
Mar
17
asked Excel VBA RegEx Using * (asterik) + End-Points to Match Entire String
Mar
16
awarded Scholar
Mar
16
accepted Lease Accounting / FX Embedded Derivatives: How to Value Floor / Cap Optionality Features
Mar
16
comment Lease Accounting / FX Embedded Derivatives: How to Value Floor / Cap Optionality Features
Yes - it's much clearer now. What particularly confused me is that in your framework there is no extendibility to the case of just a floor or just a cap. But it all makes much more sense now.
Mar
16
revised Lease Accounting / FX Embedded Derivatives: How to Value Floor / Cap Optionality Features
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Mar
16
revised Lease Accounting / FX Embedded Derivatives: How to Value Floor / Cap Optionality Features
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Mar
16
comment Lease Accounting / FX Embedded Derivatives: How to Value Floor / Cap Optionality Features
I added an update to my question that tries to combine your logic with my original assessment. I understand what you are trying to say about what is left (the bifurcated lease) being unexposed/riskless and the embedded derivative representing a payout commensurate with that exposure. But I still feel my original proposal for the embedded is correct.
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