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Apr
1
answered Why future (forward) volatility smile is important to path dependent option?
Mar
30
answered Implied Vol vs. Calibrated Vol
Mar
30
answered Value a structured note with Black-Scholes
Mar
27
answered What is the difference between a benchmark yield curve, funding curve and a basis spread curve?
Mar
25
answered How to account for correlation between strategies when they are added linearly?
Mar
24
answered Why the Black-Scholes formula can be used in the real world?
Feb
5
answered Library for interactive financial charts
Nov
26
asked Longer term average probabilities of fills at fx ECNs?
Oct
13
answered Is there anyone still using Markowitz modern portfolio theory?
Sep
19
answered Why should we expect geometric Brownian motion to model asset prices?
Sep
19
answered Why would there be a positive risk-free rate?
Aug
6
answered Is there a charting API which allows to replicate Bloomberg chart tool features?
Jul
30
asked Looking for Research Paper on Creation of Currency Baskets
Jul
14
answered Option based portfolio insurance in practice
May
23
answered Why is USD LIBOR used for USD denominated securities?
May
22
answered Implied Correlation using market quotes
May
17
answered Looking for C# library that provides/contains performance analytics
May
14
answered What is the motivation for index benchmark?
May
14
answered Why does Futures contract credit and debit a position daily, if it has “locked” the price?
May
13
answered Are Futures exactly Delta One?