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2d
revised How are netting sets determined for CVA calculation?
add question mark in title, added link, improved formatting
Aug
21
revised How to compute the cumulative return between two dates?
formatting rephrased as question
Aug
21
revised How to price this option using the Black Scholes model?
formatting formulation enhancements
Aug
3
revised Option platforms providing eurex products
added 51 characters in body
Jul
21
revised How to discretize a GBM under P- and Q-measures?
added 6 characters in body; edited title
Jul
16
revised How do I price $P(t)=P(t,T_{n})+\sum_{i=1}^{n}[P(t,T_{i-1})-P(t,T_{i})]$?
deleted 18 characters in body; edited title
Jun
19
revised How to break down an FX option P&L?
formatting, rephrased as question.
Jun
19
revised Have Goldman Sachs Quantitative Strategies Research Notes been published as a book or a comprehensive collection?
added 15 characters in body
Jun
19
revised How to use calibrated Standard Stochastic Volatility?
removed link, not sure it's the one
Jun
18
revised How to use calibrated Standard Stochastic Volatility?
rephrased question, retagged
Jun
18
revised Price of an American call option
removed courtesies
Jun
16
revised How to tackle this exercise about Ito's formula?
added 62 characters in body; edited title
Jun
16
revised Can Gaussianity of returns depend on the time frame?
edited body
Jun
16
revised Can Gaussianity of returns depend on the time frame?
removed courtesies, added links
Jun
16
revised How to hedge a put under the Black-Scholes model?
added 5 characters in body
Jun
16
revised Is there a relation between these two forecasting/estimation approaches?
added 14 characters in body; edited title
May
5
revised How to infer correlation?
deleted 2 characters in body
May
4
revised How to infer correlation?
added 1 character in body
Apr
27
revised How to simulate stock prices with a Geometric Brownian Motion?
added 105 characters in body
Apr
10
revised Explain the unconditional covariance in Dynamic Conditional correlation( DCC ) GARCH model
formatted the question correcly