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Jan
18
awarded  Curious
Jan
17
asked Need to know What is not available in RQuantlib
Jan
8
awarded  Tumbleweed
Oct
9
asked Binary option greeks formula for american style exercise
Sep
23
comment Binary Option valuation problem in R using RQuantLib; also result validation aspect
I understand development part direction, basically some kind of closed-form approximation solution is needed
Sep
22
asked Binary Option valuation problem in R using RQuantLib; also result validation aspect
Aug
4
awarded  Popular Question
Jun
21
awarded  Commentator
Jun
21
accepted VaR calculation accuracy/comparison/effectiveness through different R packages
Jun
21
comment VaR calculation accuracy/comparison/effectiveness through different R packages
is it the book "Quantitative Risk Management: Concepts, Techniques, and Tools Alexander J. McNeil, Rüdiger Frey, & Paul Embrechts"..?.btw how i can reach you ? my email: purnendumaity@gmail.com
Jun
21
awarded  Teacher
Jun
21
answered Parameters variation in fundraising financial model
Jun
21
asked VaR calculation accuracy/comparison/effectiveness through different R packages
May
3
awarded  Popular Question
Sep
24
awarded  Autobiographer
Oct
16
asked What is the best alternative of Quantlib library
Oct
15
awarded  Editor
Sep
29
comment What is the correct Stutzer index and Sharpe ratio relation, assuming a normal returns distribution?
very clear explanation...any help on below: If I have only 12 monthly return series is it meaningful to calculate Stutzer index? (most of the implemented algorithms I'v seen so far are on daily returns of at least 100-120 observations)
Sep
23
asked What is the correct Stutzer index and Sharpe ratio relation, assuming a normal returns distribution?
Aug
7
awarded  Scholar