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visits member for 4 years, 1 month
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2h
reviewed No Action Needed Put-Call relationship for Option on Forward
2h
reviewed No Action Needed Does a forward price have a drift component in any measure?
1d
reviewed No Action Needed Hedging behind the decomposition of american put options
1d
reviewed No Action Needed How to forecast bond price with time series
1d
reviewed No Action Needed Value a structured note with Black-Scholes
2d
reviewed Leave Open How can I do a dynamic GARCH model using extended Kalman filter in R?
2d
reviewed No Action Needed How can I do a dynamic GARCH model using extended Kalman filter in R?
2d
reviewed No Action Needed Is there any way to easily estimate and forecast seasonal ARIMA-GARCH model in any software?
2d
reviewed Close Stock market prediction
2d
reviewed Reject Error: could not find function “covEWMA”
Mar
26
reviewed No Action Needed No data in get symbols
Mar
26
reviewed No Action Needed CAPM Model Required Return Calculations
Mar
23
reviewed Leave Open Downloading high-frequency data: S&P 500
Mar
23
reviewed Close ARIMA-GARCH model estimation
Mar
23
reviewed No Action Needed ARIMA-GARCH model estimation
Mar
22
reviewed No Action Needed The use of GARCH
Mar
22
reviewed No Action Needed Euler discretization of Heston SDE in Mathematica
Mar
22
reviewed Looks OK Implicit relation between risk and reward
Mar
21
reviewed Looks OK Why the Black-Scholes formula can be used in the real world?
Mar
20
reviewed Leave Open How do I find the Sharpe Ratio?