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Feb
3
revised how to derive yield curve from interest rate swap?
added 7 characters in body
Dec
13
revised Distribution of stochastic integral
added 252 characters in body
Dec
12
revised Distribution of stochastic integral
added 51 characters in body
Dec
9
revised Probability of reversion for cointegrated variables
fix a typo in the title.
Nov
24
revised Logistic Regression of tick data
Fixed the typo in the title
Oct
21
revised Swap Rate vs Par Rate
edited body
Aug
10
revised What's the disadvantage of using linear programming for portfolio optimization?
added 54 characters in body
May
3
revised Random walks and using the reflection principle
Fixed a typo.
Mar
20
revised Does Nelson-Siegel require adjustments to yield curve input data?
fixed the typo in the title
Dec
10
revised Girsanov theorem in CMS convexity derivation
reformat the brackets in latex.
Dec
9
revised Why is this stochastic integral a martingale?
added 4 characters in body
Dec
9
revised Why is this stochastic integral a martingale?
added 505 characters in body
Dec
9
revised Why is this stochastic integral a martingale?
deleted 2 characters in body
Dec
9
revised Why is this stochastic integral a martingale?
deleted 12 characters in body
Dec
9
revised Why is this stochastic integral a martingale?
deleted 17 characters in body
Dec
8
revised Why is this stochastic integral a martingale?
edited body
Jul
19
revised How to compute $\mathbb{E} \left[ (W_s + W_t - 2W_0)^2 \right]$?
added 57 characters in body
Jun
3
revised Modelling driftless stock price with geometric Brownian motion
added 362 characters in body
Jun
2
revised Modelling driftless stock price with geometric Brownian motion
deleted 4 characters in body
Jan
27
revised Time-zero price of two specific contingent claims
added 56 characters in body