Reputation
2,695
Next tag badge:
35/100 score
3/20 answers
Badges
5 22 42
Impact
~123k people reached

12m
reviewed Approve Calculating R Squared in this Problem
6h
reviewed No Action Needed ECM model - tests
8h
reviewed No Action Needed VaR mapping - Forward Foreign Currency Contract
8h
reviewed Leave Open Calculating VaR with Monte Carlo simulation
8h
reviewed No Action Needed How do you calculate the asset drift rate in the Merton model? (used in N(-d2))
23h
reviewed No Action Needed What is the difference between Option Adjusted Spread (OAS) and Z-spread?
1d
reviewed No Action Needed On a source for a mean-variance portfolio optimization result
1d
reviewed No Action Needed List competitors for a given stock?
1d
reviewed No Action Needed Calculating VaR with Monte Carlo simulation
1d
reviewed Approve R package for portfolio
1d
reviewed Looks OK Arbitrage question
2d
reviewed Leave Open Calculating or finding info about the value of a market? for example Cloud Storage
2d
reviewed Leave Open What is the difference between a book value and a market value?
2d
reviewed No Action Needed Build spot rate curve with multiple treasuries for each maturity
May
24
reviewed Approve Is R being replaced by Python at quant desks?
May
24
reviewed Approve Is R being replaced by Python at quant desks?
May
24
reviewed No Action Needed How to calculate the JdK RS-Ratio
May
24
reviewed No Action Needed Obtaining intra-day values of the EUR-USD exchange
May
24
reviewed No Action Needed pdf of simple equation, compound Poisson noise
May
24
reviewed Approve How to calculate the JdK RS-Ratio