Reputation
Badges
0 0 0
Impact
0 people reached

15m
reviewed Approve Thompson Reuters TRBC and GICS
Apr
26
reviewed Reject How to express the volatility of two correlated Ito processes $Wt_1, Wt_2$ expressed in terms of $W_t$?
Apr
7
reviewed Approve How to price a stock under Q and stochastic interest rates?
Mar
10
reviewed Approve Which ETFs should I use to test my portfolio selection algorithm?
Mar
3
reviewed Approve Computing Overall Return for A Single Asset Given Inflows & Outflows
Feb
21
reviewed Approve Problems with dealing with GARCH models and intra-day data
Feb
15
reviewed Approve Coupon bond pricing problem with reinvestment
Feb
14
reviewed Approve What is the maximum of a brownian motion with drift over the interval [t_1,t_2]
Feb
12
reviewed Approve Is there a website that lists replication code of financial papers?
Feb
5
reviewed Approve Intraday or overnight returns?
Jan
28
reviewed Approve Ratio of gaussian CDFs in Black-scholes option pricing formula
Jan
14
reviewed Approve Rblpapi / bdh - how to download prices for all weekdays - regardless if it is a bank holiday
Jan
14
reviewed Approve Rblpapi / bdh - how to download prices for all weekdays - regardless if it is a bank holiday
Dec
16
reviewed Approve Determining Strike Price given stock price and option price
Dec
16
reviewed Approve Why to 2 methods to calculate bond price with semi annual return give different answers?
Dec
11
reviewed Approve $E[F_T] = F_0 \ \rightarrow \ \text{or} \ \leftarrow \ p = \frac{1-d}{u-d}$?
Dec
10
reviewed Approve How do one solve $ \int_t^T \exp[\int_0^u-( r-\delta_s)ds] dW_u $? Double integral with general deterministic function $\delta(t)$
Nov
10
reviewed Approve Listed companies on NASDAQ
Nov
7
reviewed Approve Market returns below risk free rate
Nov
3
reviewed Approve Finding circumstances for price of call = price of put