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location Tokyo, Japan
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visits member for 1 year, 3 months
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1d
revised How to calculate the implied volatility using the binomial options pricing model
added 121 characters in body
Jun
11
revised Required Rate of Return vs Expected Return
added 552 characters in body
May
27
revised Relating Quantitative Easing to the rally in the SPX
added 1 characters in body
May
27
revised Relating Quantitative Easing to the rally in the SPX
added 1 characters in body
May
23
revised So many volatility models. Any comparisons of them?
deleted 1 characters in body
May
9
revised Best way to store hourly/daily options data for research purposes
added 4 characters in body
May
9
revised Best way to store hourly/daily options data for research purposes
added 660 characters in body
May
9
revised Best way to store hourly/daily options data for research purposes
added 660 characters in body
May
9
revised Best way to store hourly/daily options data for research purposes
added 1585 characters in body
May
8
revised Best way to store hourly/daily options data for research purposes
added 727 characters in body
May
2
revised Call vs. Put Option
deleted 7 characters in body
May
2
revised Call vs. Put Option
deleted 7 characters in body
May
2
revised Call vs. Put Option
edited body
May
1
revised Call vs. Put Option
added 1 characters in body
Apr
30
revised Call vs. Put Option
added 197 characters in body
Apr
30
revised Call vs. Put Option
added 108 characters in body
Apr
26
revised Convexity adjustment for a forward swap rate
added 27 characters in body
Apr
24
revised How is historical data for forex collected or computed?
deleted 6 characters in body
Apr
17
revised Implied Volatility Calculation
added 343 characters in body
Apr
2
revised Why do long-term equity return forecast models use dependent observations?
added 3 characters in body