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visits member for 3 years
seen Oct 5 at 15:46

Jun
7
reviewed Needs Improvement Analyze raw tick data
Jun
7
reviewed Satisfactory Iterating through every path of a Trinomial Tree
Jun
7
reviewed Satisfactory What is the difference between convertible bond and bond with warrant?
Jun
7
reviewed Satisfactory Is vega of Black-Scholes European type option always positive?
Jun
7
reviewed Satisfactory Testing Significance of Correlation
Jun
7
reviewed Excellent In Black-Scholes, why is $\log{\frac{S_{t+\triangle t}}{S_t}} \sim \phi{((\mu - \frac{1}{2}\sigma^2)\triangle t, \sigma^2 \triangle t)}$?
Jun
7
reviewed Satisfactory How to download risk free rate?
Jun
7
reviewed Excellent Non-arbitrage theory and existence of a risk premium
Jun
7
reviewed Needs Improvement Bond curve extrapolation
Jun
7
reviewed Needs Improvement Transformation to reduce standard deviation without changing median
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