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2d
comment Where to find good notations to teach investment portfolio maths?
Are you sure that the link you gave us is a legal one? Or is this copyrighted material?
2d
comment Where to find good notations to teach investment portfolio maths?
@Richard: Yes, I think this is the title of the first edition.
May
2
revised Where to find good notations to teach investment portfolio maths?
added 15 characters in body
May
2
answered Where to find good notations to teach investment portfolio maths?
May
2
comment Where to find good notations to teach investment portfolio maths?
I love this question already! ...and hope that we will get a lot of interesting answers!
Apr
29
comment Why should there be an equity risk premium?
See also my new answer here: quant.stackexchange.com/a/25724/12
Apr
29
revised Why should there be an equity risk premium?
added 86 characters in body
Apr
29
answered Debunking risk premium via “hedging” argument? (or why even in the real world $\mu$ should equal $r$)
Apr
29
comment Black-Scholes formula proof, without stochastic integration
Actually you don't need Girsanov's theorem for risk neutral valuation. You can use a simple hedging argument for that. See this seminal article by Emanual Derman: papers.ssrn.com/sol3/papers.cfm?abstract_id=364760
Apr
29
answered Black-Scholes formula proof, without stochastic integration
Apr
28
comment Are smart beta and risk parity the same?
If the answers are helpful please vote and consider accepting one of them - interaction and feedback is very important for this community. Thank you.
Apr
25
comment Optimize a trading strategy created in excel with R
...beware data snooping bias!
Apr
25
comment Are smart beta and risk parity the same?
@AlexC: Good point! Thank you
Apr
24
revised Are smart beta and risk parity the same?
edited body
Apr
24
comment Are smart beta and risk parity the same?
A warm welcome to Quant.SE and thank you for this interesting question.
Apr
24
answered Are smart beta and risk parity the same?
Apr
24
comment How to compute greeks using the adjoint Monte Carlo approach?
So basically you are using automatic differentiation (AD)?
Apr
23
comment Is CAPM a failure?
@GeorgeCoder: So do you have something to say that can be taken seriously?
Mar
31
revised How was the old VIX calculated?
added 89 characters in body
Mar
31
revised How was the old VIX calculated?
edited body; edited title