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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 $E[F_T] = F_0$, $p = \frac{1-d}{u-d}$ --> Which implies which?
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
Oct
26
reviewed Approve How to build a bond model portfolio (Invested in Emerging markets)
Oct
24
reviewed Approve Bond portfolio hedging against currency risk
Oct
10
reviewed Approve Gaussian Time-varing copula in R
Oct
8
reviewed Approve How to record tick data from Google/Yahoo Finance data streams?
Oct
5
reviewed Approve What are the advantages of financial modelling in R?
Sep
21
reviewed Approve Multiperiod return formulae with dividends
Aug
27
reviewed Approve Up and Down days in GBPUSD and a Filter
Jul
27
reviewed Reject and Edit Understanding $N(d_1)$ and how to use the stock itself as the numeraire?
Jul
27
reviewed Reject Understanding $N(d_1)$ and how to use the stock itself as the numeraire?