Alexey Kalmykov

less info
meta site favicon meta user | stack exchange network profile network profile
1,756 reputation
417
bio website quantfinance.ru
location
age
visits member for 2 years, 4 months
seen yesterday
stats profile views 215

211 Actions

suggestions reviews revisions comments badges posts accepts all
Feb
11
 comment Why does the future price dominate the forward price and why doesn't the long rate fall?
And even maybe split it into 2 separate questions
Feb
11
 revised Why does the future price dominate the forward price and why doesn't the long rate fall?
added reference
Feb
11
 answered Why does the future price dominate the forward price and why doesn't the long rate fall?
Feb
8
 comment Why doesn't a simulated delta hedging process go to zero?
"but we don't factor in the fact that the price keeps changing". Do you mean that the hedging you get is not perfect?
Feb
8
 awarded  Notable Question
Feb
4
 revised Quantitative risk model for an open real estate mutual fund in Europe
spelling
Feb
4
 awarded  Custodian
Feb
4
 reviewed Excellent Understanding Passive Rebate Arbitrage
Feb
4
 reviewed Needs Improvement Basket option pricing: step by step tutorial for beginners
Feb
4
 reviewed Excellent Determining portfolio risk return in R given historical data for individual holdings?
Feb
4
 reviewed Satisfactory How to attribute income that incurs a double liability in a P&L?
Feb
4
 reviewed Satisfactory what is the implied volatility on a basket of options
Feb
4
 reviewed Needs Improvement price of a “Cash-or-nothing binary call option”
Feb
4
 reviewed Satisfactory Limits analysis
Feb
4
 reviewed Needs Improvement Collecting Data such as the relationship data from http://investing.businessweek.com
Feb
4
 reviewed Satisfactory Why might a manager consider using an interest-rate in which the notional principal amount declines over time?
Feb
4
 reviewed Satisfactory Most natural generalization of covariance/correlation to model dependence of extreme events
Feb
4
 revised Quantitative risk model for an open real estate mutual fund in Europe
added references
Feb
4
 revised Quantitative risk model for an open real estate mutual fund in Europe
added 1047 characters in body
Feb
4
 answered Quantitative risk model for an open real estate mutual fund in Europe
1 2 3 4 5 … 11