meta user
network profile
| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 2 years, 4 months |
| seen | 9 hours ago | |
| stats | profile views | 14 |
Investments investor
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May 7 |
answered | Analyze raw tick data |
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May 7 |
answered | Relationship between European, American options volatility |
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Sep 28 |
answered | Fastest solver possible for portfolio optimization |
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Feb 1 |
awarded | Yearling |
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Sep 14 |
awarded | Nice Answer |
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Apr 4 |
answered | What are the limitations of brownian motion in finance? |
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Apr 1 |
answered | Good quant finance jokes |
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Mar 31 |
answered | Using Black-Scholes equations to “buy” stocks |
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Mar 31 |
comment |
What are the main limitations of Black Scholes? This problem can really be solved with stochastic interest rates. |
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Mar 31 |
answered | How to forecast volatility using high-frequency data? |
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Mar 31 |
answered | better estimator of volatility for small samples |
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Mar 28 |
answered | How to conduct Monte Carlo simulations to test validity of Black Scholes for a specific option? |
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Feb 11 |
answered | How 'High' is the frequency in HFT? |
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Feb 7 |
awarded | Teacher |
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Feb 7 |
answered | What concepts are the most dangerous ones in quantitative finance work? |
