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visits member for 2 years, 2 months
seen Dec 16 at 20:07

Oct
30
revised Beta vs. Implied Volatility statistical arbitrage using options
added 4 characters in body
Aug
5
revised QuantLib: Black / BSM processes and pricing via volatility surface. Different results?
deleted 2 characters in body
Aug
5
revised QuantLib: Black / BSM processes and pricing via volatility surface. Different results?
added 84 characters in body
Aug
5
revised QuantLib: Black / BSM processes and pricing via volatility surface. Different results?
added 497 characters in body
Aug
4
revised QuantLib: Black / BSM processes and pricing via volatility surface. Different results?
added 4 characters in body
Aug
4
revised QuantLib: Black / BSM processes and pricing via volatility surface. Different results?
added 188 characters in body
Feb
24
revised Does Bakshi, Kapadia and Madan (2003) VIX building approach underestimate volatility?
added 1 characters in body
Jan
12
revised Expected payoff and weighted average price
added 534 characters in body
Jan
12
revised Expected payoff and weighted average price
added 285 characters in body
Nov
30
revised How to manage evaluation date changes in QuantLib while using ImpliedTermStructure Class
deleted 8 characters in body
Oct
18
revised From $AR(p)$ to SDE
added 3 characters in body
Oct
11
revised Modelling interest rate: AR(2) modelling
Usually the common notation for an autoregressive process is "AR" followed by the order in brackets.
Oct
3
revised Pricing Fixed-To-Floater bond in QuantLib
edited title
Sep
19
revised Automatic fixing of missing floating rate in QuantLib's addFixing()
added 114 characters in body
Sep
18
revised Definition of “tenor” argument in QuantLib's Schedule class object
deleted 13 characters in body
Sep
18
revised Definition of “tenor” argument in QuantLib's Schedule class object
added 91 characters in body
Aug
28
revised What is the best solution to use QuantLib within Excel?
added 4 characters in body
Aug
23
revised Definition of gearings, spreads and curve in RQuantLib's Floating Rate Bond function
edited tags
Aug
14
revised Good criteria to sort state-space $\beta_{t}$ according to Kalman filter output
added 2 characters in body
Jul
2
revised Beta vs. Implied Volatility statistical arbitrage using options
added 1 characters in body