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Apr
28
revised serial correlation, Fama MacBeth (1973) procedure incorporating momentum
formulas & questions have been made more specific
Apr
7
revised How to price a stock under Q and stochastic interest rates?
Fixed a formatting issue
Jan
26
revised What happened to the French franc value in August 1969?
Give VGE his full last name
Jan
3
revised Nasdaq trading under the scenes: market makers, ECNs, brokers. Who buys from and sells to whom?
Typographical error
Dec
10
revised Probability of reversion for cointegrated variables
clarified question adding time
Oct
5
revised GARCH model why we take assumption that returns arei.i.d. random variable?
scope changed
Aug
8
revised Introduction to Multiple Curve construction
a numbered list should be a numbered list, not a code block
Aug
7
revised Ledoit-Wolf portfolio weights calculation
corrected title
Aug
3
revised Likelihood of a caplet ending in the money
changed a wrong "in the money" to "out of the money"
Aug
2
revised Likelihood of a caplet ending in the money
Changed a wrong word: higher to lower. Elaborated on the question.
Aug
2
revised Ledoit-Wolf portfolio weights calculation
simplified
Aug
1
revised Rebalancing portfolio weights
added update
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.
Jan
20
revised Using the R package “ termstrc ”
improved formatting
Dec
31
revised Asymptotic behavior of theta of vanilla call option
spelling corrected
Nov
25
revised Bachelier model: number of stocks in replicating strategy
changed the title
Aug
24
revised Is there a piratebay for data(bases)? (here, talking about historical financial data)
Wrong information highlighted.
Jun
1
revised What is the intuition behind cointegration?
updated the link to the paper; old link was dead
Sep
26
revised What is the correct Stutzer index and Sharpe ratio relation, assuming a normal returns distribution?
added detail definition of stutzer index