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Nov
24
reviewed Reviewed Understanding CAPM, CML, and efficient portfolios
Nov
24
reviewed No Action Needed Deduce expected exposure profile from option/structure delta?
Nov
21
answered open problems in mathematical finance
Nov
20
reviewed Reviewed Could you please suggest me the books for Trading System Validation?
Nov
20
reviewed No Action Needed Credit risk terms differences:
Nov
20
reviewed No Action Needed Solving Black Scholes PDE using Laplace transform with barrier up and in, up and out call option
Nov
20
reviewed No Action Needed Computing the expected stock growth rate
Nov
20
answered Are there references about liquidation, transaction, market impact costs in portfolio optimization
Nov
20
comment open problems in mathematical finance
I think we can keep the question here
Nov
20
reviewed No Action Needed Calculating the volatility for Black Scholes
Nov
17
reviewed Leave Open Clever ways of “summarising” the equity fund universe
Nov
17
reviewed No Action Needed Portfolio construction for signals of varying time scales?
Nov
14
reviewed No Action Needed Two-period pricing of a European put via riskless portfolio
Nov
14
reviewed No Action Needed Motivation for hedging volatility using VIX ETNs
Nov
13
reviewed No Action Needed Currency risk USD>EUR>EGP
Nov
11
reviewed No Action Needed delta hedging strategy for OTM option
Nov
11
reviewed No Action Needed Derivation of the formulas for the values of European asset-or-nothing and cash-or-nothing options
Nov
11
reviewed No Action Needed What can I use to measure of diversification?
Nov
11
comment How to calculate unsystematic risk?
just a point, your 'unsystematic' risk is usually termed 'idiosyncratic' risk.
Nov
11
answered Smoothing factor of Exponential Moving Average