olaker

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visits member for 2 years, 4 months
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Feb
21
 comment Reference on SDE driven by jump processes
What kind of a reference are you looking for? There's a lot of stuff on SDEs with jumps out there...
Feb
7
 comment Calculating VaR/CVaR on high frequency data and returns
All comments have been deleted. (Comments should be purged when they have degraded into pointless bickering and / or noise, and the entire set is unsalvageable.)
Jan
31
 awarded  Yearling
Jan
30
 reviewed Approve suggested edit on What are the options for a mathematician to break into QF without working for a fund?
Jan
27
 revised Transformation from the Black-Scholes differential equation to the diffusion equation - and back
deleted 6 characters in body
Dec
17
 reviewed Approve suggested edit on speculation tag wiki
Dec
17
 reviewed Approve suggested edit on speculation tag wiki excerpt
Dec
10
 awarded  Popular Question
Nov
27
 reviewed Edit suggested edit on Monte carlo methods for vanilla european options and Ito's lemma.
Nov
27
 revised Monte carlo methods for vanilla european options and Ito's lemma.
Corrected spelling, duplicate words
Oct
6
 reviewed Approve suggested edit on Can money technically flow in and out of stocks or asset classes?
Oct
6
 reviewed Approve suggested edit on data on historical stock price of bankrupt companies
Oct
5
 revised How to calculate probability of touching a take-profit without touching a stop-loss?
deleted 10 characters in body
Sep
24
 awarded  Popular Question
Sep
21
 awarded  Custodian
Aug
17
 reviewed Approve suggested edit on What models for backing out Equity IVOL
Aug
16
 reviewed Approve suggested edit on Historical Level 2 Data (Market Depth)
Aug
16
 reviewed Approve suggested edit on How to annualize skewness and kurtosis based on daily returns
Aug
2
 awarded  Taxonomist
May
13
 awarded  Popular Question
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