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Mar
10
revised What are the properties of Max and Min functions?
added 1 character in body; edited title
Mar
6
revised How to price exotic options using Monte-Carlo?
added 37 characters in body
Mar
6
revised How to price exotic options using Monte-Carlo?
removed courtesies, rephrased as question
Mar
6
revised How to adjust historical data highs/lows for splits and dividends?
rephrased as question, formatting, removed courtesies
Mar
6
revised How to estimate parameters of geometric brownian motion with time-varying mean?
added 6 characters in body
Mar
6
revised Where can one find realistic historical transaction costs?
removed courtesies, improved formatting
Mar
5
revised How to assess stock price movement from implied volatility?
added 82 characters in body; edited title
Mar
5
revised How to estimate parameters of geometric brownian motion with time-varying mean?
retagged
Mar
5
revised How to estimate parameters of geometric brownian motion with time-varying mean?
added 25 characters in body
Mar
4
revised How to implement an Interest rate neutral strategy using options?
added 3 characters in body; edited title
Mar
3
revised What to use as portfolio diversification measure?
added 16 characters in body; edited title
Mar
3
revised How to calculate implied volatility smile of basket using correlations?
added 10 characters in body; edited title
Mar
3
revised Does a call calendar lose its entire value if underlying increases well past the strike?
added 71 characters in body
Mar
2
revised Are there industry standards form market data server and real time linux kernel?
edited title
Mar
2
revised How to apply Elliott wave priciple to any Time Series?
rephrased as question
Mar
2
revised How to apply Elliott wave priciple to any Time Series?
merged two questions
Mar
2
revised Does a call calendar lose its entire value if underlying increases well past the strike?
edited title
Mar
2
revised How to compute the VaR for European Call, using the delta-normal method?
enhanced formatting, added link
Feb
25
revised How to get Black Scholes' Geometric Brownian Motion differential form form the closed form?
forgot vol in stock dynamics
Feb
24
revised Why an option has sometimes and implied volatility greater than 100%?
edited body; edited title