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Oct
27
comment Define polynomials of an ARMA process
You can not have the coefficient $1$ in both polynomials (you need one on the lhs (AR) and one on the lhs (MA) )
Oct
27
comment Define polynomials of an ARMA process
You could ask purely statistical questions here: stats.stackexchange.com
Oct
27
revised Define polynomials of an ARMA process
edited title
Oct
26
comment How to build a bond model portfolio (Invested in Emerging markets)
It is a bit unclear what you ask and it sounds a bit too basic or that you lack too basic knowledge. Please improve the question.
Oct
23
comment Verifying an identity of an equation for Black Scholes formula
+1...better with d1 and d2...
Oct
23
comment How to use a change of numeraire to price this option?
Very good, thank you!
Oct
22
revised Verifying an identity of an equation for Black Scholes formula
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Oct
22
answered Verifying an identity of an equation for Black Scholes formula
Oct
22
comment Verifying an identity of an equation for Black Scholes formula
You plug-in $d1$ and $d2$ ...
Oct
22
comment Verifying an identity of an equation for Black Scholes formula
$N'$ is the derivatve of the normal cdf - right? What if you plug in?
Oct
22
comment How to use a change of numeraire to price this option?
@Gordon we are curious ;)
Oct
21
comment What is the correlation between these two functions of GBMs?
I am not experience with approaches using numeraires. Does it mean that one prices $(R_T-\lambda)^+$ and how precisely can I use the numeraire? This really sound interesting!
Oct
21
revised What is the correlation between these two functions of GBMs?
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Oct
21
comment What is the correlation between these two functions of GBMs?
See my thoughts above about this.
Oct
21
revised What is the correlation between these two functions of GBMs?
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Oct
21
revised What is the correlation between these two functions of GBMs?
added 492 characters in body
Oct
21
answered How to hedge an off-the-run bond?
Oct
20
revised What is the correlation between these two functions of GBMs?
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Oct
20
answered What is the correlation between these two functions of GBMs?
Oct
20
revised Can I get Black-Scholes option price from greeks?
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