Taylor Martin

Mahattan, NY

Aug
1
awarded Notable Question
Jul
15
revised Best Practices for Object Composition when Derived Class Needs to Pass Information to Base Class
added 156 characters in body
Jul
15
asked Best Practices for Object Composition when Derived Class Needs to Pass Information to Base Class
Jul
1
comment is intersection of a countable collection of dense, open subsets of a complete metric space also dense in X?
Yes - en.wikipedia.org/wiki/Baire_category_theorem
Jun
6
awarded Yearling
Jun
5
awarded Yearling
May
29
comment Using FX ATM/RR/BF Volatility to Estimate Smile
The paper you cited, besides being very informative on a number of other matters in pricing FX derivatives, was exactly what I needed. Those interested in the solution to this question, but don't have time to read the paper, may wish to skip to equation (36) - although you will need to familiarize yourself with the author's notation and the usefulness of the equation will depend on what you already know.
May
29
accepted Using FX ATM/RR/BF Volatility to Estimate Smile
May
28
awarded Curious
May
27
asked Using FX ATM/RR/BF Volatility to Estimate Smile
May
9
awarded Yearling
May
9
awarded Yearling
Apr
26
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?
added 105 characters in body
Apr
10
revised $dx=\frac {dx}{dt}dt $. Why is this equality true and what does it mean?
added 809 characters in body
Apr
10
revised $dx=\frac {dx}{dt}dt $. Why is this equality true and what does it mean?
added 809 characters in body
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