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seen Jan 31 '13 at 1:37

Mar
4
awarded  Nice Answer
Aug
12
awarded  Revival
Jul
29
awarded  Yearling
Jul
4
revised Why does Skew measure remain more-or-less constant for Listed Expiries?
LaTeXified the math, and other minor edits
Jul
4
suggested suggested edit on Why does Skew measure remain more-or-less constant for Listed Expiries?
May
18
revised Basel II modelling vs Solvency II modelling?
edited tags
May
18
answered Basel II modelling vs Solvency II modelling?
Apr
5
awarded  Citizen Patrol
Nov
13
answered What changes to put-call parity are necessary when evaluating american options on non-dividend paying assets?
Nov
13
answered Calculating Portfolio Skewness & Kurtosis
Nov
5
awarded  Fanatic
Oct
7
comment How to get started in quant finance?
This question is off topic. (Read the bolded words in the FAQ.) And even if it were on-topic, it's too broad for the Stack Exchange format.
Sep
28
awarded  Organizer
Sep
28
revised What tools are used to numerically solve differential equations in Quantitative Finance?
edited tags
Sep
23
comment What is the origin of the words “put” and “call” that characterize derivatives?
This question is lacking the "quantitative" component of quantitative finance.
Sep
7
awarded  Critic
Sep
3
revised How 'High' is the frequency in HFT?
Added quotes from the referenced paper to make the answer more "self-contained". (And tried to respect the original author's answer.)
Sep
3
suggested suggested edit on How 'High' is the frequency in HFT?
Sep
1
revised Probability of touching
Translated math into LaTeX. Although, dollar signs in the text were incorrectly putting text into math mode (giving really weird looking text).
Sep
1
revised Probability of touching
Found the math difficult to read. Rewrote it in LaTeX (without paying attention to the underlying "correctness")