Freddy

less info
meta site favicon meta user | stack exchange network profile network profile
5,649 reputation
1316
bio website
location Tokyo, Japan
age
visits member for 1 year, 2 months
seen 8 hours ago
stats profile views 589

179 Answers

newest activity votes
1
How GARCH/ARCH models are useful to check the volatility?
1
Portfolio risk-return when assets have limited and inconsistent historical data / time series?
1
Annual Percentage Rate and Yield
1
How to model housing loan market?
1
How to hedge the fixed leg of a swap contract?
1
Leveraged and inverse leveraged ETFs - what is the exact defintion?
1
how to define liquidity in equity, index, and etf options
1
Computing the Sharpe Ratio
1
NYSE binary data, convert to ASCII
1
Yield Curve construction
1
Position management and market-making techniques
1
How to calculate implied volatility and greeks in Bull Put Spread option strategy?
1
How to calculate stock move probability based on option implied volatility and time to expiration? (Monte Carlo simulation)
1
How much does a Grid Computing software cost?
1
Why are there different estimators for stock volatility? (realized variance, RAV, etc)
1
Numerical difficulties in fitting option prices
1
Threshold calculation for buying a mean-reverting asset
1
What are the advantages/disadvantages of OHLC over VWAP?
1
Liquidity detection based strategy in HFT
1
Are there any derivatives which pay amount $a(p-b)^{2}-c$ where $p$ is the price of underling asset?
1
What do the terms in-sample and out-of-sample estimates mean in MVO?
1
Typical coefficients uses in square-root model for market impact
1
How to calculate Vomma of Black Scholes model
1
Sharpe ratio in days with no open positions
1
BDT model implementation
1
Comparison of Brownian Motion Expected Drawdown and simulated results
1
Volatility Index Weighting Scheme
1
CTD and bond futures
1
What data transformations to use in regression of credit spreads on equity prices?
1
Value options when the currency’s risk free rate is negative?
1 2 3 4 5 6