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2,630
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31/100 score
3/20 answers
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 Yearling
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~119k people reached

Apr
7
reviewed Leave Open Pricing a call when minimum stock price above strike with certainty
Apr
7
reviewed No Action Needed Call vs. Put Option
Apr
3
reviewed No Action Needed “Extract” the density of the underlying, given the implied volatility “surface”
Apr
3
reviewed No Action Needed Standard Formula for Solvency II
Apr
1
reviewed No Action Needed Implied Volatility Calculation
Apr
1
reviewed Looks OK Building custom indices; getting data from web; stats analysis; Python or R?
Mar
30
reviewed No Action Needed Best written quantitative finance papers
Mar
30
reviewed No Action Needed How can I estimate the Ornstein-Uhlenbeck paramters of some mean reverting data that I have on R?
Mar
29
reviewed No Action Needed Put-Call relationship for Option on Forward
Mar
29
reviewed No Action Needed Does a forward price have a drift component in any measure?
Mar
28
reviewed No Action Needed Hedging behind the decomposition of american put options
Mar
28
reviewed No Action Needed How to forecast bond price with time series
Mar
28
reviewed No Action Needed Value a structured note with Black-Scholes
Mar
27
reviewed Leave Open How can I do a dynamic GARCH model using extended Kalman filter in R?
Mar
27
reviewed No Action Needed How can I do a dynamic GARCH model using extended Kalman filter in R?
Mar
27
reviewed No Action Needed Is there any way to easily estimate and forecast seasonal ARIMA-GARCH model in any software?
Mar
26
reviewed No Action Needed CAPM Model Required Return Calculations
Mar
23
reviewed Leave Open Downloading high-frequency data: S&P 500
Mar
22
reviewed No Action Needed The use of GARCH
Mar
22
reviewed No Action Needed Euler discretization of Heston SDE in Mathematica