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17h
revised Portfolio with lots of subportfolios
added 1 character in body
2d
revised Ito Formula for Stochastic Integral
added 12 characters in body
Feb
3
revised Discrepancy between binomial model, Black-Scholes and Monte-Carlo Simulation
added 394 characters in body
Feb
2
revised Discrepancy between binomial model, Black-Scholes and Monte-Carlo Simulation
added 491 characters in body
Feb
2
revised Portfolio optimization
edited body; edited title
Feb
2
revised Discrepancy between binomial model, Black-Scholes and Monte-Carlo Simulation
added 1 character in body
Feb
2
revised Discrepancy between binomial model, Black-Scholes and Monte-Carlo Simulation
edited body
Jan
25
revised What's the name of this nearly-brownian stochastic process?
added 1 character in body
Jan
20
revised completeness of the binomial model - proof
added 1 character in body
Jan
13
revised Is Value-at-Risk translation invariant?
added 26 characters in body
Jan
12
revised Estimation of annualized volatility depending on data frequency - exceptions to the general rule?
added 84 characters in body
Jan
11
revised Estimation of annualized volatility depending on data frequency - exceptions to the general rule?
edited title
Dec
31
revised Why don't real-world probabilities affect the price of a call in a 1-step binomial model?
edited title
Dec
17
revised Is Low-Volatility expensive these days? How can we analyze this?
added 1 character in body
Dec
13
revised How to get real interest rate from Nominal spot rates?
deleted 2 characters in body
Dec
2
revised Black-Scholes PDE: what is the form of the boundary conditions
added 974 characters in body
Nov
30
revised Intuitive explanation of stochastic portfolio theory
added 209 characters in body
Nov
28
revised Is there a python code for estimating the parameters of geometric brownian motion?
added 480 characters in body
Nov
18
revised How to get to this answer on Macauley duration?
deleted 1 character in body
Nov
13
revised Intuitive explanation of stochastic portfolio theory
added 10 characters in body