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May
21
asked How to effectively hedge a Fixed-Term deal in a foreign currency?
May
4
asked How to infer correlation?
Jan
22
answered What does it mean to be “long or short in volatility”?
Jan
13
answered Why is the price of a call option with $K=0$ equal to the price of the stock $S_0$?
Dec
22
asked How to price a futures spread option?
Dec
15
answered Is this process predictable or not?
Dec
5
answered How to compute the historical VaR for a portfolio with long and short positions?
Nov
28
answered Is volatility really a coherent risk measure?
Nov
27
answered How can I export intraday frequency data from Bloomberg and (how) is this procedure different than for lower frequencies?
Nov
27
answered Is there a broad currency index just like there is an equity market index?
Nov
26
answered Does it make sense to use upward and downward volatility in option pricing?
Nov
20
answered How to price an European call on zero-coupon from the yield curve?
Nov
20
answered Where to get master list of mutual funds?
Nov
5
answered How to compute daily compounded backtest returns closer to real-world results?
Oct
28
answered Variability in the Expected Shortfall estimator
Oct
28
answered How to get Black Scholes' Geometric Brownian Motion differential form form the closed form?
Oct
17
answered What are the properties of the Expected Shortall measure when split in multiple time periods?
Sep
4
asked Convergence of GBM mean after simulation?
Sep
3
asked What is wrong in this GBM simulation?
Jul
22
asked How to deal with extreme cases in normal random numbers generation?