olaker

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	2,303 reputation	bio	website		visits	member for	2 years, 3 months
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48 Revisions

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Jan 27	revised	Transformation from the Black-Scholes differential equation to the diffusion equation - and back deleted 6 characters in body
Nov 27	revised	Monte carlo methods for vanilla european options and Ito's lemma. Corrected spelling, duplicate words
Oct 5	revised	How to calculate probability of touching a take-profit without touching a stop-loss? deleted 10 characters in body
May 2	revised	How reliable is Benford's Law in forecasting crises? edited tags
Apr 5	revised	Recommendation for a book on CVA/Credit Risk and PD/LGD/EAD modeling? deleted 93 characters in body
Mar 26	revised	How many data points are required to perform a fitting of GPD? corrected a typo
Jan 11	revised	What C++ math libraries are typically used by quants? typo
Jan 9	revised	What is the optimal strategy when there is an equal chance for gain or loss but the size of the potential gain is larger? added 725 characters in body
Jan 9	revised	What is the optimal strategy when there is an equal chance for gain or loss but the size of the potential gain is larger? added 137 characters in body
Jan 9	revised	What is the optimal strategy when there is an equal chance for gain or loss but the size of the potential gain is larger? added 3 characters in body
Jan 3	revised	Video lectures and presentations on quantitative finance edited tags
Jan 3	revised	What quantitative strategies were successful through the 2008 crisis? edited tags
Jan 3	revised	Most successful investors using academic-based framework? added 2 characters in body
Jan 3	revised	Most successful investors using academic-based framework? edited tags
Nov 18	revised	Convexity of BS Equation for Call and Put Typo in the title
Nov 17	revised	What books should any quantitative portfolio manager or risk manager have as reference? deleted 20 characters in body
Sep 30	revised	How to estimate probability of default from bond prices? LaTeX
Sep 26	revised	Is Duration really the slope of the Price-Yield curve? added 963 characters in body
Sep 23	revised	Empirical or theoretical quant insights that have shaped your thinking? deleted 30 characters in body; edited tags
Sep 15	revised	What is a martingale? Tags added