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Jun
21
revised Forex brokers with free API compatible with Node.js
mdwllif@gmail.com
Jun
15
revised How to hedge a put under the Black-Scholes model?
Fixed grammar in last sentence.
Jun
4
accepted European option and American option are equivalent in this case?
Apr
30
reviewed Approve how can I calculate the factor loading (beta)?
Apr
28
reviewed Approve Kalman filtering
Apr
22
reviewed Approve matlab tag wiki
Apr
20
reviewed Approve Portfolio of Assets
Mar
22
reviewed Approve Why the Black-Scholes formula can be used in the real world?
Jan
21
revised How to value an expansion option?
Added new tags.
Jan
20
reviewed Reject Real-time market data from the exchanges: what should we be aware of?
Jan
20
revised Using the R package “ termstrc ”
improved formatting
Dec
31
revised Asymptotic behavior of theta of vanilla call option
spelling corrected
Dec
16
wiki created cme description
Dec
16
reviewed Approve What are the units of the variables appearing in a standard stochastic differential equation for a Wiener process?
Nov
25
revised Bachelier model: number of stocks in replicating strategy
changed the title
Nov
7
reviewed Approve Stochastic Differential
Sep
19
reviewed Approve Two assets with the same mean and standard deviation - Would there be any benefit?
Aug
24
revised Is there a piratebay for data(bases)? (here, talking about historical financial data)
Wrong information highlighted.
Aug
3
accepted Why doesn't VG flatten volatility skew for short term options?
Jul
6
accepted Ability of hedge funds to transform illiquid assets