SRKX
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 Mar 1 revised How to solve this system of ODEs? formatting Feb 29 revised Why is $N(d_2)$ not needed for hedging? added 17 characters in body; edited title Feb 29 comment Why is $N(d_2)$ not needed for hedging? @AlexC that's an answer, why do you add it in a comment? Feb 26 comment How to perofrm a simple GARCH simulation example? Then I suggest you go on Cross Validated to understand what GARCH is from a purely mathematical point of view, and then you can ask a question specific about the financial simulation aspect of it in here. Feb 26 comment How to perofrm a simple GARCH simulation example? What have you tried so far? I mean there are obvious parameters missing from your input here, do you realized that? Maybe you should have a look at the model definition again and include it in your question. It would help you start for sure. Feb 26 revised How to perofrm a simple GARCH simulation example? added 126 characters in body; edited title Feb 22 comment Is this an arbitrage opportunity? Sorry, this is too basics to be considered on-topic on this site. Feb 21 awarded Yearling Jan 1 answered What are the canonical books on optimization methods? Jan 1 revised What are the canonical books on optimization methods? added 3 characters in body; edited tags; edited title Jan 1 comment What are the canonical global-macro investing books? Bridewater, Brevan Howard, Soros, AQR being hedge funds, they won't publish their strategies in books... and if you talk to these guys a bit (I mean the big bosses), you'd probably get answers like "it's years of market experience, you can't put this in a book". Jan 1 revised What are the canonical global-macro investing books? edited title Jan 1 comment How to answer this interview programming question about drawdowns? Not sure here, assume bond return is $r_B$, stock return is $r_S$ and define bond weight $B_0 = 1 - X_0$, then you get $X_1 = X_0 (1+r_S)$ and $B_1 = B_0 ( 1+r_B) = (1-X_0)(1+r_B)$ but if you want to see them as weight, you need to "re-normalize" them like $X_1' = \frac{X_1}{X_1+X_2}$ and same for $B_1'$... Jan 1 revised How to answer this interview programming question about drawdowns? edited tags; edited title Dec 31 comment Why don't real-world probabilities affect the price of a call in a 1-step binomial model? So, if this answers your question please mark it as accepted. Dec 31 revised Why don't real-world probabilities affect the price of a call in a 1-step binomial model? added 34 characters in body Dec 31 revised Why don't real-world probabilities affect the price of a call in a 1-step binomial model? fixed math formatting Dec 31 answered Why don't real-world probabilities affect the price of a call in a 1-step binomial model? Dec 31 revised What is the difference between book value per share (BVPS) and earning per share(EPS)? removed courtesies, fixed typos Dec 31 comment What is the difference between book value per share (BVPS) and earning per share(EPS)? This is not directly related to quant finance and definitely too basic for this site to be on-topic, see the help center. Also, please pay attention to typos next time.