Reputation
6,134
Next tag badge:
48/100 score
7/20 answers
Badges
2 16 47
Newest
 Nice Answer
Impact
~208k people reached

Dec
12
reviewed Leave Open How to do performance attribution for a few characteristics?
Dec
12
awarded  Nice Question
Dec
9
comment Interpretation of Macaulay Duration
Where is the example you refer to?
Dec
5
awarded  Nice Answer
Dec
4
reviewed Leave Open Why are regressors squared and not ^1.5 or ^2.2 or ^2.5?
Dec
4
revised What is the average stock price under the Bachelier model?
removed courtesies, formatting,retagged
Dec
4
revised What is the average stock price under the Bachelier model?
formatting
Dec
4
revised How to calculate discounted inflation and growth?
removed courtesies, retagged
Dec
3
comment GBM 3d plot with R
the density function can go to 1.5??
Dec
2
revised How to improve the Black-Scholes framework?
edited tags
Dec
2
answered How to improve the Black-Scholes framework?
Dec
2
revised How to improve the Black-Scholes framework?
edited title
Dec
2
revised How to improve the Black-Scholes framework?
formatting
Dec
2
comment How to improve the Black-Scholes framework?
Just to clarify, BS assumes normal returns and hence lognormal prices.
Dec
2
revised How to improve the Black-Scholes framework?
deleted 7 characters in body
Nov
29
revised Bootstrapping first, then data mine?
removed courtesies, retagged, formatting
Nov
28
reviewed Reviewed Treasury Bond Yield Curves in R
Nov
28
revised Treasury Bond Yield Curves in R
edited body; edited tags
Nov
28
reviewed Reviewed When do Finite Element method provide considerable advantage over Finite Differences for option pricing?
Nov
28
reviewed Reviewed Black-Scholes American Put Option