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Mar
14
answered What does this options' data mean?
Jan
1
answered What are the canonical books on optimization methods?
Dec
31
answered Why don't real-world probabilities affect the price of a call in a 1-step binomial model?
Dec
21
answered How to calculate weight of two stocks without knowing their correlation?
Dec
1
asked How to estimate the price of a European call when the underlying is not tradable?
Dec
1
answered How to price an option allowing to change a call into a put?
Nov
4
answered How is fundamental data taken into account when modelling stock prices with a Geometric Brownian Motion?
Nov
3
answered How to compute simple and log portfolio returns?
Oct
26
answered How to retrieve and format futures data for use in regression/time series models?
Oct
22
asked How to use a change of numeraire to price this option?
Oct
20
answered Can I get Black-Scholes option price from greeks?
Oct
20
asked What is the correlation between these two functions of GBMs?
Oct
20
answered What is wrong in my non-linear estimation sample code?
Oct
8
answered Why do CFDs track the underlying?
Oct
7
answered How to interpret regression coefficients with dummy explanatory variables?
Oct
7
answered Could we estimate a portfolio's volatility using a GARCH on the portfolio returns?
Sep
28
answered Is credit exposure conditional on default?
Aug
31
answered Portfolio Strategies Project
Aug
26
answered How are netting sets determined for CVA calculation?
May
21
asked How to effectively hedge a Fixed-Term deal in a foreign currency?