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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?
May
2
reviewed Looks OK Models crumbling down due to negative (nominal) interest rates
May
2
answered Book recommendation for credit risk management for banking
Apr
28
revised Do intraday volume and volatility share the same properties?
edited body
Apr
26
answered Do intraday volume and volatility share the same properties?
Apr
26
reviewed No Action Needed Clarification of Saturation-Reset Regimes
Apr
26
reviewed No Action Needed Transforming Variables in Regression
Apr
26
reviewed No Action Needed Stock price is a martingale if the riskless interest rate is zero?
Apr
26
reviewed No Action Needed Confused on interpretation of betas/alphas in regression in finance
Apr
25
reviewed No Action Needed IbPy download historical price data
Apr
25
reviewed Leave Open Dynamic Hedging for a Bond