Reputation
4,503
Next tag badge:
27/100 score
10/20 answers
Badges
10 33
Impact
~86k people reached

Mar
5
reviewed Excellent CIR model: is the short rate really non-central $\chi^2$ distributed?
Mar
5
reviewed Satisfactory How to obtain a log of all trades done on the Nasdaq or other major US exchange?
Mar
5
reviewed Excellent Black Scholes formula with continuous dividend paying stock
Mar
5
reviewed Excellent When are implied and real world parameters the same?
Mar
5
reviewed Excellent Deriving the definition of stochastic integrals with respect to Ito processes from first principles
Mar
5
reviewed Satisfactory How to get Multivariate Betas from an Estimated EWMA co variance Matrix?
Mar
5
reviewed Satisfactory How to compute the VaR for European Call, using the delta-normal method?
Mar
5
reviewed Satisfactory Why is there onshore and offshore currency?
Feb
16
reviewed Close Discounting factor depends on
Dec
9
reviewed Reviewed Skew in Black Scholes model
Dec
9
reviewed Reviewed What is a medium to low frequency trading strategy and why is it less hyped?
Dec
2
reviewed Reviewed What's state price vector?
May
27
reviewed Close GNP/GDP and modelling
May
20
reviewed Leave Open How can I calculate Fama-French betas for a particular stock?
May
20
reviewed Close Intermarket analysis - related time series?
Jan
31
reviewed Approve time-series tag wiki excerpt
Jan
17
reviewed Reviewed Why do some people claim the delta of an ATM call option is 0.5?
Jan
7
reviewed Approve How to Delta Hedge with Futures?
Dec
23
reviewed Reject How can I go about applying machine learning algorithms to stock markets?
Aug
9
reviewed Approve FIGARCH estimation in R