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Feb
25
answered Quantlib with python on mac?
Jan
14
answered Normal Inverse Gaussian distribution - any consensus on an accurate quantile function?
Jan
4
answered Geometric Brownian Motion - increasing simulations or smaller step size
Dec
18
answered Path Dependent Options - Which choice of model?
Nov
27
answered Why do volatility and correlation increase in times of crisis?
Nov
16
answered Stopping Monte Carlo simulation once certain convergence level is reached
Nov
5
answered Sobol numbers in monte Carlo simulation
Nov
5
answered Is it possible to detect a belief that a security will peak and then decline by analyzing American options pricing?
Oct
27
answered Boundary conditions: Dirichlet vs Neumann
Oct
21
answered Applying interest rate models for volaility rate
Oct
19
answered What is wrong with this argument?
Oct
19
answered Callable bond pricing
Oct
16
answered Can CreditGrades CDS Pricing Model be used for financial firms?
Oct
14
answered Why is Vega meaningful only for options which have single-signed gammas
Oct
5
answered When are ES E-mini future options issued?
Oct
2
answered How to calculate conversion parity for convertible bond?
Sep
30
answered Raw (level) variable is significant while log return is not significant
Sep
29
answered Immunization: Whats the best way to hedge my short interest rate exposure?
Sep
9
answered Estimating an appropriate haircut for illiquid stocks
Sep
1
answered Adjusting index betas for spread DV01