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Apr
27
revised What is the importance behind an efficient frontier to be a straight line in the standard deviation-mean plane for Mean-Variance Portfolio Selection?
deleted 14 characters in body
Apr
27
comment What are the answers to these questions on card deck and option pricing?
I'm voting to close this question as off-topic because it doesn't show any attempt at doing the exercises.
Apr
27
comment What are the answers to these questions on card deck and option pricing?
We are not going to to answer to homework questions. If you update the question by adding where exactly your are stuck, I can reopen this.
Apr
27
revised What are the answers to these questions on card deck and option pricing?
deleted 28 characters in body; edited title
Apr
26
comment How to express the volatility of two correlated Ito processes $Wt_1, Wt_2$ expressed in terms of $W_t$?
Are you trying to express it in terms of a third Brownian motion or in term of either one of $W^1$ or $W^2$?
Apr
26
revised How to express the volatility of two correlated Ito processes $Wt_1, Wt_2$ expressed in terms of $W_t$?
edited title
Apr
25
awarded  Nice Answer
Apr
17
revised What is the reference python library for portfolio optimization?
edited title
Apr
15
comment How to calculate Implied Volatility for out-of-the-money options?
Are you looking specifically at OTM options? There is a general question on IV computations here.
Apr
15
revised How to calculate Implied Volatility for out-of-the-money options?
edited title
Apr
15
revised How to calculate Implied Volatility for out-of-the-money options?
added 38 characters in body
Apr
15
comment Which proxies to user for investor sentiment and industry performance, and where to find the data?
This questions would have been closed if you had only asked for data. About this topic, please refer to this question.
Apr
15
revised Which proxies to user for investor sentiment and industry performance, and where to find the data?
added 6 characters in body; edited tags; edited title
Mar
25
awarded  Notable Question
Mar
17
revised How to price and find a replicating portfolio for a call spreads using a two-period binomial model?
edited title
Mar
17
revised How to price and find a replicating portfolio for a call spreads using a two-period binomial model?
better fraction formatting
Mar
14
answered What does this options' data mean?
Mar
14
revised What does this options' data mean?
added 9 characters in body; edited title
Mar
3
revised How to derive Black's formula for the valuation of an option on a future?
added 8 characters in body
Mar
1
comment How to solve this system of ODEs?
You should include the content in the question, or at least some of it. Otherwise there is little chance people will open the doc and read it completely to answer. Besides, the question would be completely useless if the source is removed.