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Oct
31
reviewed Reviewed What is the correct hedging strategy using futures?
Oct
31
reviewed Reviewed How to optimize a portfolio using skewness?
Oct
31
reviewed Leave Open Portfolio Management in R
Oct
31
reviewed Approve affine arbitrage free class of nelson siegel yield curve
Oct
31
reviewed No Action Needed Regime switching in mean reverting stochastic process
Oct
30
reviewed Close What is the expected rate of return from paying 1 today for a 50/50 bet receiving either 2 in year 1 or 0.5 in year 2?
Oct
29
reviewed Leave Open how do we know if the volatility which is quoted in market is Normal (Bachelier model) or log normal (Black 76)?
Oct
28
reviewed Approve Returning historical yield rates for Mortgage Backed Securities in a Bloomberg Terminal?
Oct
28
reviewed Leave Open Stressing the going up of LIBOR - Which balance sheet variables to stress?
Oct
28
reviewed Leave Open How to optimize a portfolio using skewness?
Oct
27
reviewed No Action Needed Commercial Vendors for Risk Management and Portfolio Optimization and Performance Attribution
Oct
27
reviewed Leave Closed How to build a bond model portfolio (Invested in Emerging markets)
Oct
25
reviewed No Action Needed Fundamental CAPM questions
Oct
25
reviewed Reviewed Delta Hedging with fixed Implied Volatility or floating Implied Volatility?
Oct
24
reviewed Approve Does GARCH derived variance explain the auto-correlation in a time series?
Oct
24
reviewed No Action Needed What open source trading platform are available
Oct
24
reviewed No Action Needed How to calculate break-even point of merged plant/company?
Oct
24
reviewed Leave Open Working Capital Change vs. Working Capital Changes-Total
Oct
22
reviewed Looks OK Implementation of Ledoit Wolf shrinkage estimator within R package tawny
Oct
21
reviewed No Action Needed Monte Carlo simulation of Multifractional Brownian Motion in MATLAB