Alexey Kalmykov

less info

network profile

652 reputation

211

bio	website	quantfinance.ru
	location
	age
visits	member for	1 year, 3 months
	seen	1 hour ago
stats	profile views	84

summary answers questions tags badges favorites bounties reputation activity

14 Answers

votes activity newest

5	Do I need a copula to accurately estimate the VaR of a portfolio of risky assets?
4	Implied Volatility from American options (binomial)
4	What is the expected return I should use for the momentum strategy in MV optimization framework?
4	Maximization of CARA utility function: unique solution with an unbounded parameter?
4	How to obtain true probabilities from Black-Scholes?

view more

652 Reputation

+10	Exercising an American call option early
+10	Do I need a copula to accurately estimate the VaR of a portfolio of risky assets?
+10	What is augmented data when simulating stochastic differential equations using Gibbs Sampler?
+5	How to get greeks using Monte-Carlo for arbitrary option?

view more

3 Questions

votes activity newest

11	Is statistical arbitrage on FX possible?
11	What is a good topic on financial time series analysis for master thesis?
4	How to get greeks using Monte-Carlo for arbitrary option?

37 Tags

11 options × 4	4 finance × 2
5 quant-trading-strategies × 2	4 economics
5 american-options × 2	4 cara
5 var	4 utility
5 copula	4 maximization

view more

17 Accounts

	Stack Overflow	1,327 rep	313
	Quantitative Finance	652 rep	211
	Area 51	372 rep	5
	Statistical Analysis	186 rep	5
	Webmasters	182 rep	4

13 Badges

recent class name

Enthusiast	Popular Question
Yearling	Nice Question × 2
Scholar	Editor
Commentator	Critic
Teacher	Cleanup

view more

0 Active bounties

active offered earned

This user has no active bounties

41 Votes Cast

all time			by type
40	up		23	question
1	down		18	answer

view more

Quantitative Finance - Stack Exchange works best with JavaScript enabled