Monthly Archives: April 2013

mathematical errata and BS detector

Over the years I have observed so many carelessly written academic papers that deserve some serious spanking that here I must yell out a few to vindicate the endless time spent chasing them down. Just an hour ago, I have … Continue reading

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necessary or sufficient conditions for no-arbitrage

In work I have had to work with extending volatility surface interpolation and extrapolation models to fit market data. One question I kept asking myself is, what exactly is the significance of some sort of dynamics underlying the volatility movement … Continue reading

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criticisms to well-established theories

Wikipedia is one of the mainstays of online resources these days. Not only has it collected authoritative information about a particular subject, but in the process of enriching its content, it has created several paradigms of wiki-style writing. As an … Continue reading

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