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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.
Dec
23
revised How to use the Girsanov theorem to prove $\hat{W_t}$ is a $\hat{\mathbb P}$-Brownian motion?
edited tags; edited title
Dec
22
comment How to derive this approximation of the risk-neutral expectation of the variance?
I think you are missing a $]$ somewhere around your $\log$ functions.
Dec
22
revised How to derive this approximation of the risk-neutral expectation of the variance?
added 21 characters in body; edited title
Dec
22
reviewed Approve How can i build a portfolio of n assets that maximizes sortino ratio?
Dec
21
revised Why is my Euler discretization error increasing with number of steps?
added 75 characters in body; edited title
Dec
21
comment Why is my Euler discretization error increasing with number of steps?
You should include the correct version of the code in your answer an mark it as accepted.
Dec
21
answered How to calculate weight of two stocks without knowing their correlation?
Dec
21
comment How can i build a portfolio of n assets that maximizes sortino ratio?
You should rephrase your title as a question, explain what SOCP and sortino ratio are (or give links to external resources). It would make the question much more attractive to answer.
Dec
16
comment Price of a Stock: What is it?
What does $E_0$ mean? Is it multiplied by the sum of the discounted coupons? or do you mean coupons are expressed as a ratio of some earnings?
Dec
16
comment How should option prices differ when using the Heston versus the Black-Scholes model?
What are the parameters you're using for the Black-Scholes and Heston models, respectively. Actually your question would benefit from including in both model's definition in order to be able to "visualize" the difference more clearly.
Dec
16
revised How should option prices differ when using the Heston versus the Black-Scholes model?
edited body; edited title
Dec
16
comment How to prove $\int_0^t W_s^2dWs = \frac{1}{3}W_s^3 - \int_0^t W_s ds$ using Ito's formula?
I totally understand, but then these should actually be embedded as comments. The idea is that we're trying to have questions/answers on the site, rather than questions/hints which might be more suited to a forum-like site. I mean he's accepted your answer but I thought it would be better now to completely solve it (it's not that long anyway).
Dec
16
comment How to prove $\int_0^t W_s^2dWs = \frac{1}{3}W_s^3 - \int_0^t W_s ds$ using Ito's formula?
If you decide to answer to this, then I'd invite you to provide the full solution.
Dec
16
revised How to prove $\int_0^t W_s^2dWs = \frac{1}{3}W_s^3 - \int_0^t W_s ds$ using Ito's formula?
edited title
Dec
16
comment Trading Interview Question (Bullish, Bearish)?
The first question was look for the answer provided by @amsh, there was probably a follow-up question asking if the price would be exactly the same as the initial price.
Dec
16
revised Trading Interview Question (Bullish, Bearish)?
added 68 characters in body