Ryogi

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visits member for 1 year, 7 months
seen May 15 at 16:05
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37 Reviews

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Mar
2
 reviewed Approve suggested edit on How to annualize Sharpe Ratio?
Feb
5
 reviewed Reviewed Analyzing the angle between vector of weights and vector of returns in mean-variance optimization
Feb
5
 reviewed No Action Needed Simple question concerning Jump process (Lévy process) model for a risky actif price process
Feb
5
 reviewed No Action Needed What is the industry standard Quant Finance modeling library for F#
Feb
5
 reviewed Reviewed Asymmetric Volatility Modeling (Interpretation)
Feb
5
 reviewed No Action Needed NYSE binary data, convert to ASCII
Feb
5
 reviewed Reviewed What's the algorithm behind Excel's ACCRINT?
Feb
5
 reviewed Reviewed What are the options for a mathematician to break into QF without working for a fund?
Feb
5
 reviewed Excellent price of a “Cash-or-nothing binary call option”
Feb
5
 reviewed Satisfactory Understanding Passive Rebate Arbitrage
Feb
5
 reviewed Needs Improvement what is the implied volatility on a basket of options
Feb
5
 reviewed Needs Improvement Limits analysis
Feb
5
 reviewed Excellent Determining portfolio risk return in R given historical data for individual holdings?
Feb
5
 reviewed Needs Improvement Collecting Data such as the relationship data from http://investing.businessweek.com
Feb
5
 reviewed Needs Improvement Most natural generalization of covariance/correlation to model dependence of extreme events
Feb
5
 reviewed Satisfactory How to attribute income that incurs a double liability in a P&L?
Feb
5
 reviewed Needs Improvement Why might a manager consider using an interest-rate in which the notional principal amount declines over time?
Feb
5
 reviewed Satisfactory Basket option pricing: step by step tutorial for beginners
Dec
12
 reviewed Reviewed Combining Mulitple Forecasts? Budged Constraints?
Dec
12
 reviewed Reviewed hedging two bonds in different currencies with FX forward
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