<div dir="ltr">Page 11, eqn (4.3): the upper bound on the third sigma should be j-1, not i -1. <div><br></div><div><br></div><div>JG</div></div><div class="gmail_extra"><br><div class="gmail_quote">On Fri, Nov 10, 2017 at 12:37 PM, Gautam Iyer <span dir="ltr"><<a href="mailto:gi1242+944@cmu.edu" target="_blank">gi1242+944@cmu.edu</a>></span> wrote:<br><blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">On Fri, Nov 10, 2017 at 12:22:55PM -0500, Jordan Giebas wrote:<br>
<br>
> I think there is an issue in your lecture notes. Regarding page 10 (first<br>
> of Stochastic Integration), when you define Quadratic Variation in Def 3.1<br>
> there is no \sum_{i=0}^{n-1} before the (\delta_{i}M)^2). I think there<br>
> should be.<br>
<br>
Yes, indeed. Thanks for pointing it out, I fixed it online.<br>
<span class="HOEnZb"><font color="#888888"><br>
GI<br>
<br>
--<br>
Isaac Asimov said that if you want to find a chemist, ask him/her to<br>
discuss the following words: 1) mole 2) unionized. As he so eloquently<br>
put it, "If he starts talking about furry animals and organized labor,<br>
keep walking."<br>
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</font></span></blockquote></div><br><br clear="all"><div><br></div>-- <br><div class="gmail_signature" data-smartmail="gmail_signature"><div dir="ltr"><div><div dir="ltr"><div>Best Regards,</div><div><br></div><div>Jordan Giebas</div><div><br></div><div>Carnegie Mellon University, Tepper School of Business</div><div>M.S. Computational Finance Candidate, Class of 2019</div><div>(586)-718-5094</div><div><a href="mailto:jgiebas@andrew.cmu.edu" target="_blank">jgiebas@andrew.cmu.edu</a></div></div></div></div></div>
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