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visits member for 3 years, 9 months
seen 22 hours ago

22h
reviewed Reviewed Historical Implied Volatility Calculation
22h
reviewed Reviewed Shreve book II Question 4.6 Error?
1d
reviewed Looks OK Is the volatility for these two SDEs the same
1d
reviewed Looks OK Is the Volatility of the Fx Inverse process same as Fx
1d
reviewed Approve suggested edit on Why gamma for ATM option decreases as volatility increases
2d
reviewed No Action Needed Downloading most recent stock prices
2d
reviewed Looks OK Modified or Macauley Duration in python
Nov
20
reviewed No Action Needed How does Hanson's Market Maker (LMSR) work?
Nov
19
reviewed No Action Needed Total return index for interest rates (EURIBOR 3M)
Nov
19
reviewed Approve suggested edit on Stochastic exponential, find the process model
Nov
18
reviewed No Action Needed hull white model calibration using cap prices
Nov
18
reviewed No Action Needed Various ways to choose bonds for a butterfly strategy?
Nov
18
reviewed No Action Needed hull white model calibration using cap prices
Nov
17
reviewed Looks OK is Sum of P&L equal to portfolio value
Nov
17
reviewed No Action Needed What is the tau parameter in the Black-Litterman model?
Nov
17
reviewed No Action Needed TAQ NYSE OpenBook
Nov
17
reviewed No Action Needed Derivation of the formulas for the values of European asset-or-nothing and cash-or-nothing options
Nov
16
reviewed No Action Needed Stochastic exponential, find the process model
Nov
16
reviewed Close Why can't authors use better variable notation
Nov
16
reviewed Leave Closed QSTK for Kraken (BTC exchange)