Max Li

less info

network profile

339 reputation

25

bio	website	litvak.eu/pyfi
	location
	age
visits	member for	1 year, 4 months
	seen	Mar 21 at 21:02
stats	profile views	28

summary answers questions tags badges favorites bounties reputation activity

6 Answers

votes activity newest

6	How to price a calendar spread option?
4	How to minimize the difference between a parametric VaR and a MC-VaR with lognormal assumption?
3	How to obtain true probabilities from Black-Scholes?
2	Maximization of CARA utility function: unique solution with an unbounded parameter?
0	How to fit probability density function from sample moments?

view more

339 Reputation

+20	How to price a calendar spread option?
+20	Generate correlated random variables from Normal and Gamma distributions
+10	Where can I find data on the interbank lending market?
+10	Maximization of CARA utility function: unique solution with an unbounded parameter?

view more

2 Questions

votes activity newest

8	Where can I find data on the interbank lending market?
4	Generate correlated random variables from Normal and Gamma distributions

16 Tags

9 options × 2	2 finance
6 option-pricing	2 economics
4 monte-carlo × 2	0 data × 2
4 var	0 programming
3 pricing-formulae	0 banks

view more

5 Accounts

	Stack Overflow	887 rep	214
	Quantitative Finance	339 rep	25
	Cross Validated	111 rep	2
	Theoretical Computer Science	101 rep
	Area 51	101 rep

7 Badges

recent class name

Necromancer	Student
Yearling	Teacher
Commentator	Supporter
Editor

0 Active bounties

active offered earned

This user has no active bounties

11 Votes Cast

all time			by type
11	up		6	question
0	down		5	answer

Technology			Life / Arts	Culture / Recreation	Science	Other
Stack Overflow Server Fault Super User Web Applications Ask Ubuntu Webmasters Game Development TeX - LaTeX	Programmers Unix & Linux Ask Different (Apple) WordPress Answers Geographic Information Systems Electrical Engineering Android Enthusiasts IT Security	Database Administrators Drupal Answers SharePoint User Experience Mathematica more (14)	Photography Science Fiction & Fantasy Seasoned Advice (cooking) Home Improvement more (13)	English Language & Usage Skeptics Mi Yodeya (Judaism) Travel Christianity Arqade (gaming) Bicycles Role-playing Games more (21)	Mathematics Cross Validated (stats) Theoretical Computer Science Physics more (7)	Stack Apps Meta Stack Overflow Area 51 Stack Overflow Careers

site design / logo © 2013 stack exchange inc; user contributions licensed under cc-wiki with attribution required

rev 2013.6.19.749

Quantitative Finance Stack Exchange works best with JavaScript enabled