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seen Jul 15 at 22:40

Mar
29
answered Assessing Forcasting with Correlated Residuals
Mar
28
answered YTM and current yield
Mar
21
revised Credit risk data
added 247 characters in body
Mar
21
answered Credit risk data
Mar
19
revised Calculating pre-tax cost of debt
added 10 characters in body
Mar
18
comment Kolmogorov-Smirnov test
You are talking about weak/semi-strong/strong efficient, markets correct?
Mar
12
comment Calculate the expectation of a shift CDF
Wouldn't this just be positive drift?
Mar
7
comment Is there a comprehensive reference book on US fixed income conventions?
That's an amazingly concise reference sheet, I'd love to see something similar available for the US market. Fabozzi would be a good start. Giddy/Damodaran from NYU also have some good material publicly available on their websites.
Mar
4
comment compute FX forward from broker's data
I have no idea what you're asking. Are you just asking the quoting convention of forward points?
Feb
16
awarded  Self-Learner
Feb
16
awarded  Nice Question
Jan
17
comment When hiring a quant, how can I protect my IP?
Also, it might be worth considering copying over the database/procs and populating the tables with transformed data that you could easily reverse. Although this might not be possible depending on what you need the hire to do.
Dec
26
awarded  Editor
Dec
26
revised Hidden Markov Model & Its Application
Fixed title spelling.
Dec
26
suggested suggested edit on Hidden Markov Model & Its Application
Dec
25
comment How to attribute income that incurs a double liability in a P&L?
A contra account offsets another account. Following from my accounts receivable example: accounts receivable(assets) usually has a debit balance that is offset by a credit to another account for accounts unlikely to pay - this reduces the chance of overstating assets/income by estimating what the "net realizable value" of the account is. This is called the "allowance" method and this article sums it up quite nicely.
Dec
24
comment How to attribute income that incurs a double liability in a P&L?
Not really a quant question but I'll take a stab.
Dec
24
answered How to attribute income that incurs a double liability in a P&L?
Dec
21
comment What is the best method to compute project volatility in Real Option Valuation?
Weird - still doesn't work for me. In any case, thanks for the info.
Dec
21
comment What is the best method to compute project volatility in Real Option Valuation?
Do you happen to have a title/link of the first paper? The link is dead.