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May
21
revised R package for portfolio
added 480 characters in body
May
21
revised R package for portfolio
added 405 characters in body
May
18
revised For $B_t$ a Brownian motion what is the probability that $B_1>0$ and $B_2<0$?
edited title
May
18
revised Why does the short rate in the Hull White model follow a normal distribution?
edited body; edited title
May
18
revised Fractional Brownian motion
edited title
May
15
revised Systematic Views in Black-Litterman?
added 550 characters in body
May
5
revised martingale decomposition problem
added 4 characters in body
May
4
revised Why is the variance of a portfolio a quadratic form?
added 4 characters in body
Apr
30
revised Expectation of maximum draw down in the Brownian motion case
added 1 character in body
Apr
24
revised Empirical distribution function of overlapping time series data
added 176 characters in body
Apr
15
revised Observed market price for the August-Greece-paid bonds were the NPV of the bond or of an option?
added 18 characters in body; edited title
Apr
8
revised Why is rate of return on the stock normally distributed under GBM?
added 151 characters in body
Apr
7
revised Why is rate of return on the stock normally distributed under GBM?
added 25 characters in body
Apr
7
revised On an application of Ito's lemma
edited title
Apr
6
revised Please give a step-by-step explanation on how to build a factor model
added 21 characters in body
Apr
1
revised How can I estimate the Ornstein-Uhlenbeck paramters of some mean reverting data that I have on R?
added 310 characters in body
Apr
1
revised How can I estimate the Ornstein-Uhlenbeck paramters of some mean reverting data that I have on R?
added 2 characters in body
Apr
1
revised Please give a step-by-step explanation on how to build a factor model
added 394 characters in body
Apr
1
revised How can I estimate the Ornstein-Uhlenbeck paramters of some mean reverting data that I have on R?
added 170 characters in body
Mar
10
revised What are the properties of Max and Min functions?
added 170 characters in body