10,121 reputation
23181
bio website
location Aschaffenburg, Germany
age 45
visits member for 4 years, 2 months
seen 1 hour ago

The stock market is a metaphor for life: "How to survive in a stochastic environment?"

I am proud member of the Bachelier Finance Society: http://www.bachelierfinance.org


Mar
25
revised Why the Black-Scholes formula can be used in the real world?
added 23 characters in body
Mar
19
revised Technical Indicators reference
added 5 characters in body
Mar
15
revised Book recommendation: math toolkit for quantitative finance and statistics
edited tags
Feb
27
revised Demonstration of Ito's correction term/lemma in binomial tree
added 491 characters in body; edited tags
Feb
26
revised If an option went down in value, how much is due to theta decay and how much due to fall in IV
added 259 characters in body
Feb
26
revised correlation for portfolio of stocks
added 269 characters in body
Feb
26
revised correlation for portfolio of stocks
deleted 11 characters in body
Feb
26
revised What is the strike of a short put that mimics a covered call
edited body
Feb
26
revised Pricing of a call option in one period binomial model
added 3 characters in body
Feb
26
revised Please recommend a book regarding Monte Carlo simulation in OAS
edited tags
Feb
26
revised How to approximate the time to mean reversion for implied volatility
deleted 24 characters in body
Feb
26
revised How to approximate the time to mean reversion for implied volatility
added 36 characters in body
Feb
26
revised How to approximate the time to mean reversion for implied volatility
added 346 characters in body
Feb
25
revised How to approximate the time to mean reversion for implied volatility
added 17 characters in body
Feb
25
revised How to approximate the time to mean reversion for implied volatility
added 12 characters in body
Feb
25
revised Correctly applying GARCH in Python
edited tags
Feb
25
revised Why a calendar spread is a preferred strategy in a low volatility period
added 193 characters in body
Feb
25
revised Why a calendar spread is a preferred strategy in a low volatility period
added 92 characters in body
Feb
24
revised De-annualizing a target alpha return
added 2 characters in body
Feb
23
revised Why is Brownian motion merely 'almost surely' continuous?
added 53 characters in body