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Jun
6
awarded  Custodian
Jun
6
reviewed No Action Needed Recommendation for a book on CVA/Credit Risk and PD/LGD/EAD modeling?
Jun
6
reviewed Satisfactory Transformation to reduce standard deviation without changing median
Jun
6
reviewed Excellent Iterating through every path of a Trinomial Tree
Jun
6
reviewed Excellent Is vega of Black-Scholes European type option always positive?
Jun
6
reviewed Needs Improvement How to download risk free rate?
Jun
6
reviewed Satisfactory Non-arbitrage theory and existence of a risk premium
Jun
6
reviewed Needs Improvement Testing Significance of Correlation
Jun
6
reviewed Satisfactory What is the difference between convertible bond and bond with warrant?
Jun
6
reviewed Satisfactory Analyze raw tick data
Jun
6
reviewed Satisfactory In Black-Scholes, why is $\log{\frac{S_{t+\triangle t}}{S_t}} \sim \phi{((\mu - \frac{1}{2}\sigma^2)\triangle t, \sigma^2 \triangle t)}$?
Jun
6
reviewed Needs Improvement Bond curve extrapolation
Jun
5
awarded  Custodian
Jun
5
reviewed Reviewed Mapping symbols between tickers, Reuters RICs and Bloomberg tickers
Jun
5
awarded  Custodian
Jun
5
reviewed Reviewed Risk prediction based on financial statements
Jun
5
reviewed Reviewed Papers about risk managment in algorithmic trading systems?
Jun
5
revised Risk prediction based on financial statements
Seems that I don't remember the mention syntax anymore.
Jun
5
answered Risk prediction based on financial statements
May
30
comment What methods do you use to improve expected return estimates when constructing a portfolio in a mean-variance framework?
Thank you for your input and welcome to QF.SE.