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Apr
22
answered Value-at-Risk of the sum of three independent lognormal random variables with different confidence level
Apr
21
answered Complete Multiperiod Binomial model
Apr
20
answered Replication of the portfolio in single step binomial model
Apr
20
asked Empirical distribution function of overlapping time series data
Apr
9
answered Correlated Random Number Generation using Sobol?
Apr
7
answered Why is rate of return on the stock normally distributed under GBM?
Apr
1
answered Simulating Brownian motion with jumps
Apr
1
answered What is the relationship between arithmetic versus geometric averages and simple versus logarithmic prices?
Apr
1
answered How can I estimate the Ornstein-Uhlenbeck paramters of some mean reverting data that I have on R?
Mar
27
answered How to fit a SARIMA + GARCH in R?
Mar
27
answered Can I do a GARCH model to forecast a time series?
Mar
27
asked Please give a step-by-step explanation on how to build a factor model
Mar
18
answered Historical Data on $/yen forward exchange rates
Mar
10
asked What are pros and cons of mean absolute deviation portfolio optimization?
Mar
10
answered Exponential weighting of returns
Mar
10
answered What are the properties of Max and Min functions?
Mar
6
asked The role of Gamma in replicating a put
Mar
5
answered How to estimate parameters of geometric brownian motion with time-varying mean?
Mar
3
answered What to use as portfolio diversification measure?
Feb
25
answered hedging correlated instruments