540 reputation
210
bio website codeperfect.biz
location London, United Kingdom
age 31
visits member for 3 years, 6 months
seen Mar 24 at 12:43

Student - Quant Finance


Feb
2
comment Impact on bid/offer due to volume/size of trades placed
Sorry but I dont know what you mean by "market microstructure research" . Also edited the question to demostrate that the question is not asking "if there will be effect" in spreads due to large volume trade or announcement effect but "What" will be approx change.
Feb
2
revised Impact on bid/offer due to volume/size of trades placed
Added info based on recent research
Feb
2
asked Impact on bid/offer due to volume/size of trades placed
Jan
21
comment What are the parameters of the function PORTVAR in Matlab?
@SRKX understood
Jan
21
comment What are the parameters of the function PORTVAR in Matlab?
@SRKK , It was same as the comments by John . the use of cov function is already mentioned there so I thought it was redundant
Jan
20
answered What are the parameters of the function PORTVAR in Matlab?
Dec
19
revised Why Beta Distribution for Credit Migration
Incomplete
Dec
19
answered Why Beta Distribution for Credit Migration
Dec
4
revised Yahoo finance inaccurate stock data
Formatting , Table , Fonts
Dec
4
suggested approved edit on Yahoo finance inaccurate stock data
Dec
4
answered Yahoo YQL missing industry “Industrial Metals & Minerals”
Nov
26
comment How to estimate CVA by valuing a CDS of the counterparty?
"I don't know how to set up the CDS deal " what do you mean by this. Setup where. I suggest you read somliterature on this. Spreads can give estimate of def. prob but you need to know recovery rate, the undelying derivatives Cashflows (for expected Exposure).
Nov
25
answered What's state price vector?
Nov
18
revised Relation between IV and SD
Added full form for acronyms
Nov
18
suggested approved edit on Relation between IV and SD
Nov
18
comment Relation between IV and SD
Please write Implied Vol(IV) and Standard Deviation(SD) at least once in the question. Having too many acronyms is quite off putting.
Nov
13
awarded  Yearling
Nov
13
answered Optimal Portfolios
Oct
29
comment SABR calibration: simple explanation and implementation
@StudentT .. and resources as well. The first link will give "simple explanation" . If you have a better one please post as answer
Oct
28
revised SABR calibration: simple explanation and implementation
Added another link