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Mar
28
comment YTM and current yield
Where does that come from? CFA exercises?
Mar
27
revised Stochastic modelling of derivatives on dividends
deleted 15 characters in body
Mar
27
reviewed No Action Needed How to identify technical analysis chart patterns algorithmically?
Mar
27
reviewed No Action Needed Encyclopedia of Statistical Tests
Mar
27
reviewed Reviewed Is F# used in trading systems?
Mar
27
comment Is F# used in trading systems?
Interesting link. Please take the time to register to help the site.
Mar
27
reviewed Reviewed Why does the minimum variance portfolio provide good returns?
Mar
27
comment Why does the minimum variance portfolio provide good returns?
@Sanj I disagree also. They are not that close.
Mar
27
reviewed Leave Open main arbitrage & statistical arbitrage concepts
Mar
27
reviewed No Action Needed Digital Signal Processing in Trading
Mar
27
reviewed Leave Closed Delta-Omega Hedging
Mar
27
comment What is the meaning of the discounted process defined from the interest rate process?
I get that. But the question is trivial; you even guessed the answer inside. So I guess you can see why I say that if you were a professional quant, you wouldn't have asked it. You can accept the answer if you're OK with it.
Mar
27
revised What is the meaning of the discounted process defined from the interest rate process?
added link
Mar
27
comment What is the meaning of the discounted process defined from the interest rate process?
Note that this question is really barely on topic: I guess you're not a professional quant are you? Anyway, a quick answer was enough, but please look at the faq in the future.
Mar
27
answered What is the meaning of the discounted process defined from the interest rate process?
Mar
27
revised What is the meaning of the discounted process defined from the interest rate process?
deleted 11 characters in body
Mar
26
comment Calculating the probability of a price change using an options pricing formula
@BobJansen not necessarily no.... You would use $\mathbb{Q}$ only if you were willing to price an option. Using the GBM model is enough for him.
Mar
26
answered Calculating the probability of a price change using an options pricing formula
Mar
25
reviewed Approve Hedging with actual volatility: problem understanding the math behind the result
Mar
25
comment Hedging with actual volatility: problem understanding the math behind the result
Could you please include the integral in the question and show us exactly where you're stuck in your equation solving?