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Sep
7
revised How to user GARCH(p,q) to identify most volatile sector?
deleted 22 characters in body; edited title
Sep
4
revised Utility Theory - How to show that this exponential utility function is wealth-independent?
added 26 characters in body; edited title
Sep
2
revised How to calculate yield spread?
edited title
Sep
2
revised Given cash flows, what is the interest rate of the following contract?
edited title
Sep
1
revised How to get around flat likelihood function when calibrating GBM parameters?
added 7 characters in body; edited title
Sep
1
revised Why does changing the time step size in my Monte Carlo simulation change my result a lot?
added 182 characters in body; edited title
Aug
31
revised How to calculate the estimation error of portfolio variance using propagation results?
edited title
Aug
31
revised Why is the value of debt modeled as a short put option in Merton's model?
added 24 characters in body
Aug
31
revised Why is the value of debt modeled as a short put option in Merton's model?
deleted 7 characters in body; edited title
Aug
31
revised How to interpret negative asset volatility numerical results in Merton model?
edited title
Aug
26
revised How are netting sets determined for CVA calculation?
add question mark in title, added link, improved formatting
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