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Oct
23
revised How to use a change of numeraire to price this option?
added 16 characters in body
Oct
22
revised Where can I find data source for structural models?
deleted 31 characters in body
Oct
22
revised What is the difference between gross and net enterprise wide risk?
edited title
Oct
22
revised Why is the forward price set to make the value of the forward contract to 0 when it is signed?
added 10 characters in body; edited title
Oct
22
revised Is a bond expiring at $T$ clean or dirty price a martingale under the $T$-Forward measure?
edited title
Oct
20
revised How to handle missing data in time series in R?
added 2 characters in body
Oct
20
revised How to handle missing data in time series in R?
deleted 6 characters in body; edited tags; edited title
Oct
20
revised Can I get Black-Scholes option price from greeks?
edited title
Oct
20
revised Why is GARCH more often applied in risk analysis than stochastics?
deleted 125 characters in body
Oct
20
revised Why do we need $dS_t=r S_tdt+\sigma S_tdW_t^Q$?
added 6 characters in body
Oct
20
revised What is wrong in my non-linear estimation sample code?
edited tags
Oct
20
revised What is wrong in my non-linear estimation sample code?
deleted 3 characters in body
Oct
19
revised Does No arbitrage(NA) imply efficient markets (EMH)?
added 20 characters in body
Oct
15
revised Is the average of independent Brownian Motions still a Brownian Motion?
added 77 characters in body; edited tags; edited title
Oct
14
revised How to estimate probable seeling pricegiven OHLC data for backtesting?
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Oct
9
revised Can Economic Capital cover Regulatory Capital?
edited tags
Oct
9
revised Which option pricing models agree best with the market, given the asset price is known?
deleted 6 characters in body; edited title
Oct
8
revised Why do CFDs track the underlying?
edited tags; edited title; edited tags
Oct
8
revised How to trade a Ratio?
edited title
Oct
8
revised Where to find pricing formulas for affine stochastic volatility jump-diffusion models?
edited title