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Apr
26
revised How to express the volatility of two correlated Ito processes $Wt_1, Wt_2$ expressed in terms of $W_t$?
edited body
Apr
26
revised How to express the volatility of two correlated Ito processes $Wt_1, Wt_2$ expressed in terms of $W_t$?
added 4 characters in body
Apr
26
revised 2 Ito processes - $d(X_{t} + X^{'}_{t})^2 = (Y_t + Y^{'}_{t})^2 dt$ why it is true?
added 2 characters in body
Apr
22
revised Backesting VaR on overlapping intervals to year's end
added 287 characters in body
Apr
22
revised Backesting VaR on overlapping intervals to year's end
added 353 characters in body
Apr
22
revised Backesting VaR on overlapping intervals to year's end
added 158 characters in body
Apr
19
revised Analytical Bond Price under Rendlemen-Bartter?
I gave more details.
Apr
18
revised Backesting VaR on overlapping intervals to year's end
edited body
Apr
8
revised Trinomial model converges to Black-Scholes weakly
edited title
Mar
30
revised Sensitivity of short-term vs long term options' IV
added 19 characters in body
Mar
25
revised Real world application of stochastic portfolio theory
added 49 characters in body
Mar
24
revised First step of Black-Litterman portfolio
edited title
Mar
22
revised Real world application of stochastic portfolio theory
added 355 characters in body
Mar
22
revised Intergral of Brownian motion w.r.t. Brownian motion
added 2 characters in body; edited title
Mar
14
revised How to implement momentum strategy using R
deleted 6 characters in body
Mar
7
revised Which are useful applications of clustering in quantitative finance?
added 295 characters in body
Feb
26
revised Conversion factor and CTD Bond
deleted 1 character in body
Feb
25
revised Normal Black&Schole model for swaptions isn't working properly
added 91 characters in body
Feb
24
revised Does a Poisson process converge to an Ito process in long term?
edited title
Feb
18
revised Why is there an upper limit on the premium of an ATM (!) call swaption in the Black76 model?
edited title