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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
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