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Oct
26
comment Is there an implementation of VAR-EGARCH model in R or Stata?
Please provide a link to a definition for VAR-EGARCH model or even better, add it in the body of the question. For the package, just googling give a lot of potential candidates, have you tried some of these? Is the implementation for this particular version missing?
Oct
26
revised Is there an implementation of VAR-EGARCH model in R or Stata?
deleted 35 characters in body; edited tags; edited title
Oct
26
revised Where can I find data source for structural models?
deleted 28 characters in body
Oct
26
answered How to retrieve and format futures data for use in regression/time series models?
Oct
26
comment How to retrieve and format futures data for use in regression/time series models?
Your link is dead.
Oct
26
revised How to retrieve and format futures data for use in regression/time series models?
edited title
Oct
26
comment How to fit a copula to empirical data?
Please pay attention to typos and formatting when you post and are you using this in the context of quantitative finance? Otherwise, I'll move this to Cross Validated.
Oct
26
revised How to fit a copula to empirical data?
added 116 characters in body; edited title
Oct
23
comment How to use a change of numeraire to price this option?
Ok, so my option will depend on $\mu_{A,t}$ this time, right?
Oct
23
revised How to use a change of numeraire to price this option?
added 16 characters in body
Oct
23
comment How to use a change of numeraire to price this option?
Of course, it's a mistake in the question, let me adjust.
Oct
22
comment Where can I find data source for structural models?
The question is unclear, what do you need to source? Market prices? Correlations? At least give some explanations of the inputs of your system...
Oct
22
revised Where can I find data source for structural models?
deleted 31 characters in body
Oct
22
revised What is the difference between gross and net enterprise wide risk?
edited title
Oct
22
comment Why is the forward price set to make the value of the forward contract to 0 when it is signed?
This is a basic finance question and hence it is off-topic here. You can have a look here for an explanation of the no-arbitrage argument. Note that you could agree with some counterparty to buy the underlying for a different price and exchange for cash when you sign, that's not a problem, it's just not what we call the forward price.
Oct
22
revised Why is the forward price set to make the value of the forward contract to 0 when it is signed?
added 10 characters in body; edited title
Oct
22
comment CFD - how does it work?
@noob2 this should be posted as an answer.
Oct
22
revised Is a bond expiring at $T$ clean or dirty price a martingale under the $T$-Forward measure?
edited title
Oct
22
asked How to use a change of numeraire to price this option?
Oct
22
comment What is the correlation between these two functions of GBMs?
@Richard agreed I'll ask another question about this.