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visits member for 3 years, 11 months
seen Mar 16 at 23:12

Nov
26
comment Velocity of real gas molecules?
The current model I use is already based on the assumption of no major deviation in ideal and real gas velocity. However, I want to improve on that ideal gas assumption I am using in my model to the real gas.
Nov
26
answered Why are different frequency bands used in different countries?
Nov
26
revised Velocity of real gas molecules?
gas not at STP
Nov
26
asked Velocity of real gas molecules?
Apr
11
answered Are quantum mechanics and quantum physics the same field?
Apr
10
comment Measurement of Tangential Momentum Accomodation?
@Piotr: I've rephrased the question wording to make it look more precise.
Apr
5
answered Conservation of Energy and Momentum Regarding Forces - clarification needed
Mar
23
comment Can we explain physical similarities between Black Scholes PDE and the Mass Balance PDE (e.g. Advection-Diffusion equation)?
DaniH: That's really cool to find out the historical perspective of Black and Scholes' idea behind developing their equation for financial markets. Thanks, once again for providing the exact source and page numbers. :)
Mar
23
awarded  Commentator
Mar
23
comment Can we explain physical similarities between Black Scholes PDE and the Mass Balance PDE (e.g. Advection-Diffusion equation)?
Can you provide some information as to where in the book is it mentioned that "Myron Scholes and specially Robert C. Merton developped all their option pricing theory mimicking physical models"
Mar
22
awarded  Disciplined
Mar
22
awarded  Scholar
Mar
22
accepted Can we explain physical similarities between Black Scholes PDE and the Mass Balance PDE (e.g. Advection-Diffusion equation)?
Mar
22
comment Can we explain physical similarities between Black Scholes PDE and the Mass Balance PDE (e.g. Advection-Diffusion equation)?
That helps, especially the last paragraph which I did not know earlier! Thanks.
Mar
22
comment Can we explain physical similarities between Black Scholes PDE and the Mass Balance PDE (e.g. Advection-Diffusion equation)?
wsc: There is indeed a juggling connection which is the underlying Brownian motion in real options theory.
Mar
22
comment Can we explain physical similarities between Black Scholes PDE and the Mass Balance PDE (e.g. Advection-Diffusion equation)?
DaniH: That's what I am trying to ask if there is really indeed a physical/conceptual connection behind the two PDE's for two different fields.
Mar
22
asked Can we explain physical similarities between Black Scholes PDE and the Mass Balance PDE (e.g. Advection-Diffusion equation)?
Dec
22
comment Measurement of Tangential Momentum Accomodation?
No one has any insight to share on this question?
Dec
22
comment Measurement of Tangential Momentum Accomodation?
No one has any insight to share on this question?
Dec
18
awarded  Teacher