463 reputation
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bio website codeperfect.biz
location London, United Kingdom
age 31
visits member for 3 years, 2 months
seen 31 mins ago

Student - Quant Finance


Jan
7
comment What is the mean and the standard deviation for Geometric Ornstein-Uhlenbeck Process?
Any comments for downvote ?!
Jan
6
answered What is the mean and the standard deviation for Geometric Ornstein-Uhlenbeck Process?
Jan
5
revised Yield of a risky bond
Incorrect Answer
Jan
5
comment Yield of a risky bond
let us continue this discussion in chat
Jan
5
comment Yield of a risky bond
@freddy I am not objecting existence of models that produce yield curve. When I need to get yield and I have price I use what I mentioned above. When I need to construct one I used the "MODELS" you are mentioning depending on which one suits my requirement. The questions what YEILD of RISKY bond as mentioned in accepted answer I mentioned that yield does not carry notion of risk I too mentioned "No matter what is the risk profile of the issuer the yield is computed as". This is not about yield curve construction.
Jan
5
comment Yield of a risky bond
@freddy If you have yield then you can get price by discounting coupon rate. But how do you construct the yield curve ? You use a intrest rate model. That is what I mentioned.
Jan
4
answered Yield of a risky bond
Jan
2
revised What are the best Journals & Conferences in Quantitative Finance?
Moved the link to a hyperlink
Jan
2
suggested suggested edit on What are the best Journals & Conferences in Quantitative Finance?
Dec
25
awarded  Yearling
Dec
17
answered What are the best Journals & Conferences in Quantitative Finance?
Dec
14
answered Annualized Covariance
Nov
26
awarded  Commentator
Nov
26
comment Does put-call parity hold for a compound option with underlying American option?
Call Put parity always hold in a frictionless market. In case of compound options Call-On-Put + PV(K) = Put + Put-on-put . If the parity does not hold anywhere it is presence of arbitrage opportunity and in that case under efficient market hypothesis the market quickly adjusts the price and arbitrage vanishes.
Nov
26
awarded  Critic
Nov
22
comment How to simulate stock prices using variance gamma process?
@chrisaycock Sorry I am new to answering here. Will try this in future. Apologies if it caused any problems
Nov
22
awarded  Editor
Nov
22
comment How to simulate stock prices using variance gamma process?
Sorry , totally misunderstood . Edited based on what i know about Levy's process models
Nov
22
revised How to simulate stock prices using variance gamma process?
Apologies for misunderstanding the question
Nov
22
answered How to simulate stock prices using variance gamma process?