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11/20 answers
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9h
revised Is variance additive only under Log-returns?
added 431 characters in body
Aug
4
revised Calculating VaR with Monte Carlo simulation
added 28 characters in body
Aug
3
revised Influencing factors on credit
edited title
Aug
3
revised Greeks of a swaption using Brigo
edited title
Aug
3
revised Greeks of a swaption using Brigo
edited title
Jul
20
revised Negative adjusted strike in Levy's Asian option approximation?
edited title
Jul
20
revised Fit linear model to higher moments of CAPM
added 843 characters in body
Jul
8
revised Calibration of non-mean-reverting OU process
added 735 characters in body
Jul
8
revised Calibration of non-mean-reverting OU process
deleted 978 characters in body
Jul
8
revised Calibration of non-mean-reverting OU process
added 726 characters in body
Jul
7
revised Getting ETF data from google finance
added 169 characters in body
Jul
6
revised Is there a countably infinite Sigma-Algebra? Why?
deleted 1 character in body; edited title
Jul
3
revised Closed form solution of PDE of Option Price
added 9 characters in body
Jul
3
revised Closed form solution of PDE of Option Price
added 6 characters in body; edited title
Jun
30
revised Joint probability distribution only measures product sets?
added 158 characters in body
Jun
23
revised Covariance between two stocks in a two-factor model
added 5 characters in body
Jun
19
revised How to break down an FX option P&L?
edited title
Jun
18
revised How to use calibrated Standard Stochastic Volatility?
added 34 characters in body
Jun
10
revised Simulate (imaginary) asset prices using random numbers that follow a Frank Copula
added 833 characters in body
Jun
10
revised Forecasting problem with Geometric Brownian Motion in Wolfram Mathematica
added 700 characters in body