Reputation
6,124
Next tag badge:
27/100 score
11/20 answers
Badges
2 16 46
Impact
~206k people reached

Apr
10
revised Explain the unconditional covariance in Dynamic Conditional correlation( DCC ) GARCH model
formatted the question correcly
Mar
25
revised What is a “coherent” risk measure?
deleted 8 characters in body
Mar
24
revised In Dupire's paper, why is $(S_t, t)$ in the $(K, T)$ space?
added 29 characters in body; edited title
Mar
18
revised How to compute the conditional expected value of a geometric brownian motion?
edited body; edited title
Mar
18
revised How to compute the conditional expected value of a geometric brownian motion?
deleted 8 characters in body; edited title
Mar
18
revised How to compute the conditional expected value of a geometric brownian motion?
added 125 characters in body; edited tags; edited title
Mar
18
revised How to measure interest rate risk of an equity?
rephrased as question, formatting
Mar
18
revised In a FX options book, is the sum of P&L equal to the portfolio value?
edited title
Mar
13
revised How do you estimate the capacity of a strategy from historical data?
rolled back to a previous revision
Mar
12
revised How to estimate parameters of geometric brownian motion with time-varying mean?
edited title
Mar
12
revised Can you explain me these comments on high frequency data?
added 2 characters in body
Mar
12
revised Can you explain me these comments on high frequency data?
rephrased as question, formatting, removed courtesies
Mar
12
revised What is the difference between these two Expected Shortfall definitions?
improved formatting
Mar
12
revised What is the difference between these two Expected Shortfall definitions?
rephrased question, formatting.
Mar
11
revised How important is the limit order book?
added 14 characters in body; edited title
Mar
11
revised Dou you have an example of implementing Engle-Granger 2-step cointegration?
rephrased as question
Mar
11
revised Dou you have an example of implementing Engle-Granger 2-step cointegration?
added 90 characters in body
Mar
11
revised How to implement Konno's Mean-Absolute Deviation Portfolio Optimization Model using LP methods in Excel
deleted 14 characters in body
Mar
10
revised Exponential weighting of returns
removed courtesies
Mar
10
revised What are the properties of Max and Min functions?
deleted 1 character in body