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May
10
reviewed No Action Needed Are PX_BID and PX_ASK on Bloomberg closing bid/ask? or are they daily averaged?
May
10
reviewed Reviewed Calculation of bond spot rates
May
10
revised Calculation of bond spot rates
added 6 characters in body
May
10
reviewed No Action Needed How to express the Black Derman & Toy Model in a $dr=A\,dt+B\, dW$ form?
May
9
awarded  Revival
May
9
answered Regression in liquidity risk model of Jarrow/Protter
May
8
awarded  Revival
May
8
answered On the interface between Quant finance and actuarial-science/insurance-math
May
6
reviewed No Action Needed References on Statistical Arbitrages
May
6
reviewed No Action Needed Comprehensive List of Regime Switching/ Change Point Models
May
6
reviewed No Action Needed Delta derivation from the expectation
May
4
reviewed No Action Needed Value of sequential mutually-exclusive options (A variant on the Secretary Problem)
May
4
reviewed No Action Needed probability question about brownian motion
May
4
reviewed No Action Needed FX rollover swaps rates based on LIBOR rates
May
4
reviewed No Action Needed Exercising an American call option early
May
2
comment What is the current lowest possible latency for TCP communication?
Not all the layers I listed, then. Only from TCP out to TCP in. Yes you could probably do better, @PeterMel , but I do not know what latency you should take as a benchmark for this today, sorry.
May
2
comment What is the current lowest possible latency for TCP communication?
From where to where, @PeterMel ?
May
2
answered What is the current lowest possible latency for TCP communication?
May
2
reviewed No Action Needed Delta and gamma neutral
May
2
reviewed No Action Needed What is the current lowest possible latency for TCP communication?