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Sep
29
comment How does volatility affect the price of binary options?
Hi CQM, and thanks for the question. Have you considered registering on the site? It’s easy to register and you will be able to do more on the site, such as vote.
Sep
27
answered Why is the SABR volatility model not good at pricing a constant maturity swap (CMS)?
Sep
26
revised Is Duration really the slope of the Price-Yield curve?
added 963 characters in body
Sep
26
answered Is Duration really the slope of the Price-Yield curve?
Sep
26
awarded  Nice Question
Sep
23
revised Empirical or theoretical quant insights that have shaped your thinking?
deleted 30 characters in body; edited tags
Sep
23
comment Empirical or theoretical quant insights that have shaped your thinking?
@ Quant Guy: Converted to community wiki.
Sep
22
comment What papers have progressed the field of quantitative finance in recent years (post 2000)?
@Drew Christianson: Hi, and welcome to the site. Since your question cannot have a unique "correct" answer, I've made it community wiki.
Sep
22
awarded  Nice Answer
Sep
22
comment What position-sizing methods are used in futures trading?
Hi dvegadvol, and welcome to the site. It would help if you give some reasons for why you are asking the question. Why exactly are you not happy with the optimal/fractional Kelly criterion?
Sep
17
reviewed Approve suggested edit on How to identify technical analysis chart patterns algorithmically?
Sep
15
revised What is a martingale?
Tags added
Sep
14
reviewed Approve suggested edit on Black Scholes and Monte Carlo implementations in Java
Sep
14
reviewed Approve suggested edit on Why would an investor trade a variance swap over a volatility swap?
Sep
14
reviewed Approve suggested edit on What are some examples of Compound Poisson processes in insurance?
Sep
11
reviewed Approve suggested edit on How do I get the average transition matrix for three consecutive years?
Sep
10
reviewed Approve suggested edit on modern-portfolio-theory tag wiki excerpt
Sep
10
reviewed Approve suggested edit on modern-portfolio-theory tag wiki
Sep
9
reviewed Reject suggested edit on How to forecast volatility using high-frequency data?
Sep
9
reviewed Approve suggested edit on How useful is Markov chain Monte Carlo for quantitative finance?