network profile
| bio | website | |
|---|---|---|
| location | Minneapolis, MN | |
| age | 27 | |
| visits | member for | 2 years, 2 months |
| seen | May 23 '12 at 22:00 | |
| stats | profile views | 38 |
I like to program, but am a noob, which is why I'm here.
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Nov 19 |
awarded | Popular Question |
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Mar 9 |
awarded | Yearling |
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Dec 14 |
comment |
What does it mean to be long gamma? Very good explanation! |
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Dec 14 |
accepted | What does it mean to be long gamma? |
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Dec 14 |
comment |
What does it mean to be long gamma? I see, that makes perfect sense now. I guess my intuition was wrong (wouldn't be the first time, hehe). |
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Dec 14 |
asked | What does it mean to be long gamma? |
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Dec 3 |
asked | Modeling interest rates with correlation |
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Oct 6 |
accepted | How Would You Categorize A Cap or Spread On A Monthly Sum Option? |
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Oct 6 |
comment |
How Would You Categorize A Cap or Spread On A Monthly Sum Option? I like "Features" |
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Sep 26 |
accepted | Is it better to grade hedging strategies based on the sum of absolute or squared hedging errors? |
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Sep 23 |
awarded | Supporter |
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Sep 22 |
comment |
Is it better to grade hedging strategies based on the sum of absolute or squared hedging errors? Tal, why is the sum of squares used in particular? Why not take the sum of absolute values multiplied by two? I'm not disagreeing with you, I just am trying to understand why using the sum of squares in particular is preferred. |
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Sep 22 |
asked | Is it better to grade hedging strategies based on the sum of absolute or squared hedging errors? |
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Aug 9 |
asked | How Would You Categorize A Cap or Spread On A Monthly Sum Option? |
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Jul 22 |
awarded | Scholar |
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Jul 22 |
comment |
How to calculate equivalent futures position? Chrisaycock, thanks for the reminder. I'm a frequent user of StackOverflow, but when I'm in a less active sub-stackexchange, I get lazy about accepting answers. Anyway, the answer has been checked, I think we're all square now :) |
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Jul 22 |
accepted | How to calculate equivalent futures position? |
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Jul 21 |
comment |
How to calculate equivalent futures position? You are correct. I failed to see that when you have a short put and a long call, you need a short future to hedge it. I was just getting lost in my code, thanks. |
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Jul 20 |
asked | How to calculate equivalent futures position? |
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Jun 28 |
revised |
Quantifying Hedging Error Due To Expiration Day Range? added 192 characters in body |
