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Mar
16
reviewed Leave Closed CFA (Level 1) schedule after school and working a 9-5 job
Mar
16
revised Determination of Quote / Trade Ratio
edited tags
Mar
16
answered Determination of Quote / Trade Ratio
Mar
11
answered What is an efficient data structure to model order book?
Mar
9
comment Book on market microstructure
funny that Louis Marascio's answer on my book scored more points than my own answer, even if the later included my book... ;{)}
Mar
8
answered Where can one find realistic historical transaction costs?
Mar
1
reviewed Needs Improvement Why is there onshore and offshore currency?
Mar
1
reviewed Satisfactory How to compute the VaR for European Call, using the delta-normal method?
Mar
1
reviewed Satisfactory Deriving the definition of stochastic integrals with respect to Ito processes from first principles
Mar
1
reviewed Satisfactory Black Scholes formula with continuous dividend paying stock
Mar
1
reviewed Satisfactory How to obtain a log of all trades done on the Nasdaq or other major US exchange?
Mar
1
reviewed Satisfactory Is printing money really a bad thing?
Mar
1
reviewed Satisfactory CIR model: is the short rate really non-central $\chi^2$ distributed?
Mar
1
reviewed Satisfactory Some questions about implied volatilities and how to generate theoretical prices when market prices are not available
Mar
1
reviewed Satisfactory When are implied and real world parameters the same?
Mar
1
reviewed Satisfactory How to get Multivariate Betas from an Estimated EWMA co variance Matrix?
Feb
26
reviewed No Action Needed Please recommend a book regarding Monte Carlo simulation in OAS
Feb
26
reviewed No Action Needed Forward Curves and Par Yield Curves
Feb
25
reviewed No Action Needed Reducing multicollinearity in Arbitrage Pricing model
Feb
25
reviewed No Action Needed Correctly applying GARCH in Python