User contributions for AJR 1978

15 June 2006

• 04:2904:29, 15 June 2006 diff hist +883 Normal backwardation rv

14 June 2006

• 20:4220:42, 14 June 2006 diff hist +908 Normal backwardation reverted edits.
• 20:4120:41, 14 June 2006 diff hist +1,459 Convenience yield reverted edits.

30 May 2006

• 02:4002:40, 30 May 2006 diff hist 0 Risk-neutral measure reverted edits - vandalism

30 April 2006

• 17:4117:41, 30 April 2006 diff hist +845 Wikipedia:Articles for deletion/Martingale representation theorem No edit summary
• 00:5200:52, 30 April 2006 diff hist +837 Talk:Martingale representation theorem No edit summary

25 April 2006

• 16:4516:45, 25 April 2006 diff hist +516 Talk:Ornstein–Uhlenbeck process No edit summary

17 April 2006

• 16:0016:00, 17 April 2006 diff hist +377 Talk:Forward price →Price vs. rate

6 March 2006

• 21:3021:30, 6 March 2006 diff hist −20 Risk-neutral measure added a link, changed the delta to d - no book that I have read on the subject has ever used the previous notation (sorry)
• 19:3219:32, 6 March 2006 diff hist +413 N Talk:Fundamental theorem of asset pricing No edit summary
• 19:2619:26, 6 March 2006 diff hist 0 Fundamental theorem of asset pricing →The Fundamental Theorem in a Finite State Market
• 19:2519:25, 6 March 2006 diff hist +167 Fundamental theorem of asset pricing No edit summary
• 19:1519:15, 6 March 2006 diff hist +1,644 Fundamental theorem of asset pricing No edit summary

5 March 2006

• 03:4903:49, 5 March 2006 diff hist +106 Talk:Budget of NASA then years?

31 January 2006

• 18:0118:01, 31 January 2006 diff hist +176 Louis Bachelier →References: some more webpages related to Bachelier

29 January 2006

• 15:5915:59, 29 January 2006 diff hist 0 Forward contract revert edits. short leg of the forward contract sells the underlying, not the other way around

28 January 2006

• 18:4618:46, 28 January 2006 diff hist +1 Forward price spelling error

24 January 2006

• 21:2621:26, 24 January 2006 diff hist +5 Risk-neutral measure →Example: added in a filtration - before it was F_0 measurable, and hence a degenerate martingale.

22 January 2006

• 23:0523:05, 22 January 2006 diff hist +715 Forward price Forward and futures prices are *not* the same
• 14:3314:33, 22 January 2006 diff hist +414 Talk:Metric space british rail metric not a metric?

21 January 2006

• 04:4104:41, 21 January 2006 diff hist +67 User talk:Oleg Alexandrov Jensens Inequality

20 January 2006

• 03:4903:49, 20 January 2006 diff hist +26 Jensen's inequality →Statistical physics: exponential is concave, not convex

6 January 2006

• 01:0901:09, 6 January 2006 diff hist +5 Forward contract →Rational Pricing: not quite sure how to get 1' in the numbering scheme rather than just 1.

5 January 2006

• 17:3317:33, 5 January 2006 diff hist +83 Forward contract →Rational Pricing
• 17:2817:28, 5 January 2006 diff hist +1,470 Forward contract →Rational Pricing

4 January 2006

• 22:1122:11, 4 January 2006 diff hist +1,556 Forward contract No edit summary

3 January 2006

• 02:4302:43, 3 January 2006 diff hist +29 Forward contract No edit summary
• 02:4202:42, 3 January 2006 diff hist +28 Forward price No edit summary
• 02:3502:35, 3 January 2006 diff hist +479 Forward contract →Mathematical Definition: split the section and added some stuff

2 January 2006

• 01:5901:59, 2 January 2006 diff hist +1,228 Talk:Forward price reply about forward rates, commodities and the "proof" givenn

30 December 2005

• 07:1307:13, 30 December 2005 diff hist −2 Convenience yield →The theory of storage

28 December 2005

• 06:5806:58, 28 December 2005 diff hist +1,432 Convenience yield No edit summary

24 December 2005

• 04:3404:34, 24 December 2005 diff hist +133 N Talk:Louis Bachelier No edit summary

23 December 2005

• 17:2317:23, 23 December 2005 diff hist +14 Forward price →See Also

22 December 2005

• 22:0922:09, 22 December 2005 diff hist −1 Ornstein–Uhlenbeck process No edit summary
• 20:2520:25, 22 December 2005 diff hist +4 Convenience yield No edit summary
• 20:2520:25, 22 December 2005 diff hist +4 Cost of carry No edit summary
• 20:2420:24, 22 December 2005 diff hist +4 Convenience yield No edit summary
• 20:0220:02, 22 December 2005 diff hist +134 Ornstein–Uhlenbeck process No edit summary
• 18:4518:45, 22 December 2005 diff hist +246 Ornstein–Uhlenbeck process No edit summary
• 17:4117:41, 22 December 2005 diff hist +87 Normal backwardation No edit summary
• 17:3817:38, 22 December 2005 diff hist +58 Forward price →Proof of the forward price formula
• 17:3417:34, 22 December 2005 diff hist +864 N Convenience yield No edit summary