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visits member for 3 years, 10 months
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Dec
1
reviewed Looks OK Generate tick data from candlestick
Dec
1
reviewed No Action Needed Proving that Absence of Arbitrage does not imply law of one price
Dec
1
reviewed Approve How to simulate stock prices with a Geometric Brownian Motion?
Nov
30
reviewed No Action Needed Suppose you bought a July ITM call and sold an August ATM put, am I net long or short?
Nov
30
reviewed No Action Needed How to estimate the greeks with a Monte Carlo simulation?
Nov
30
reviewed Looks OK risk-neutral valuation implies no arbitrage?
Nov
29
reviewed Leave Open In which divisions of banking are the Greeks and Black Scholes equation applied?
Nov
29
reviewed No Action Needed Why asset management firms shouldn't be custodian of its own funds?
Nov
29
reviewed No Action Needed In which divisions of banking are the Greeks and Black Scholes equation applied?
Nov
29
reviewed Looks OK How to calculate a forward-starting swap with forward equations?
Nov
26
reviewed No Action Needed How can I export intraday frequency data from Bloomberg and (how) is this procedure different than for lower frequencies?
Nov
26
reviewed Reviewed How to calculate a forward-starting swap with forward equations?
Nov
26
reviewed Reviewed Event studies using revenue data vs. measuring abnormal returns
Nov
26
reviewed Leave Closed Hot do I calculate an effective forward rate?
Nov
26
reviewed No Action Needed Hot do I calculate an effective forward rate?
Nov
25
reviewed No Action Needed What is the future value of a growing annuity with different periods for payment growth and monthly payments?
Nov
25
reviewed No Action Needed Black Scholes model: condition of payout function
Nov
25
reviewed Leave Open What are the canonical books for statistics applied to finance?
Nov
25
reviewed Looks OK What's state price vector?
Nov
24
reviewed No Action Needed What interest rate dynamics would you suggest to simulate a single swap?