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Jun
21
revised What is the analytic value of an asset's risk contribution, if $n=2$?
edited tags
Jun
21
asked What is the analytic value of an asset's risk contribution, if $n=2$?
Jun
18
comment Why Drifts are not in the Black Scholes Formula
+1 Great answer.
Jun
18
reviewed Approve using quantlib function in my c++ program
Jun
13
answered Volatility Estimation
Jun
12
comment How much does a Grid Computing software cost?
Thanks for the answer. I removed the text about algo trader, because it's not related to the answer. I'll leave the link to your company which seems to be enough.
Jun
12
revised How much does a Grid Computing software cost?
remove advertising
Jun
10
reviewed Reject Usage of Bollinger bands
Jun
7
comment Change option B&S pricing
Then use a comment.
Jun
7
comment Change option B&S pricing
You're not really answering the question here! It is pretty obvious that the payoff function dynamics will be the focus of the problem...
Jun
7
revised Change option B&S pricing
deleted 20 characters in body
Jun
6
comment Stochastic modeling of stock price process
I would say that most firm who indeed use models to try to make profit out of derivatives mispricing are trying to do use by assuming that the GBM model is inconsistent. They are betting on the fact that they have a better model.
Jun
1
reviewed Approve Any one know how to implement the Heston and Rouwenhorst country-sector effects regression in R?
May
17
revised How to prove that markets are incomplete under the Stochastic Volatility model?
added 46 characters in body; edited title
May
17
comment Is it random walk?
Include this not as comment, but within the body of the question...
May
16
revised How to use Itô's formula to deduce that a stochastic process is a martingale?
format, phrasing
May
12
comment Parameter estimation of Ornstein–Uhlenbeck and CIR processes
I'm purging the comments and putting an end to this. QuantSE is about helping out people on things you know, and benefiting from other on things you don't know. There is no place here for negotiating reputation points. Had you given your answer, 5 upvotes would have given you the 50 points of the bounty. If you want additional points, ask good questions or solve unanswered questions. In general guys, comments boxes are no courtrooms. Please for this site's sake, stop arguing in comments, do it on the chat rooms if you really need to argue about something important.
May
7
reviewed Approve How to implement Maximum Diversification in R?
May
4
comment Portfolio insurance with a coherent risk measure (CVaR)
What do you mean by portfolio insurance exactly? You're trying to hedge your tail risk here right?
May
4
comment Is vega of Black-Scholes European type option always positive?
Please re-read you question, there is a part that doesn't make sense. What do you mean by "a general payoff function"?