218 reputation
17
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location Minsk, Belarus
age
visits member for 2 years, 3 months
seen 4 hours ago

Nov
18
awarded  Critic
Jun
11
reviewed Satisfactory Iterating through every path of a Trinomial Tree
Jun
11
reviewed Satisfactory Is vega of Black-Scholes European type option always positive?
Jun
11
reviewed Needs Improvement Bond curve extrapolation
Jun
11
reviewed Satisfactory Transformation to reduce standard deviation without changing median
Jun
11
awarded  Custodian
Jun
11
reviewed Excellent What is the difference between convertible bond and bond with warrant?
Jun
11
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
11
reviewed Satisfactory How to download risk free rate?
Jun
11
reviewed Satisfactory Non-arbitrage theory and existence of a risk premium
May
27
revised What does the prefix PX stand for on a Bloomberg Terminal?
Cosmetic changes in the title.
May
27
suggested suggested edit on What does the prefix PX stand for on a Bloomberg Terminal?
May
27
answered What does the prefix PX stand for on a Bloomberg Terminal?
May
6
awarded  Yearling
Mar
27
awarded  Organizer
Mar
27
revised How to reactivate a risk mangement rule in an automated process
edited tags
Mar
27
comment What are the key risks to the quantitative strategy development process?
Great summarize, thank you!
Mar
27
revised How to reactivate a risk mangement rule in an automated process
added 1 characters in body
Mar
27
answered How to reactivate a risk mangement rule in an automated process
Jan
24
awarded  Peer Pressure