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visits member for 3 years, 9 months
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Jun
26
revised Paradoxes in quantitative finance
a typo is fixed
Jun
25
revised Regime-Switching Model for detecting market shifts
typo in the title
Jun
24
revised In a Black-Scholes world, why must volatility be strictly increasing in time-to-expiration?
TeXified
May
29
revised What does it mean if $\beta$ is insignificant in the CAPM model?
typo in the subject
May
13
revised Why is that maximizing stock value, under uncertainty, is a better option than maximizing profits?
corrected grammar
May
6
revised Why are factor models so popular for risk analysis of portfolios?
fixed typos
Apr
27
revised Will pricing a Bermudan option default to a value of a European option?
TeXified
Apr
27
revised Why is that a risk averse consumer buys the optimum insurance when there is actuarially fair insurance?
TeXified, improved formatting
Apr
22
revised Distribution of Brownian Bridge
added 22 characters in body
Apr
18
revised Risk neutral measure for jump processes
TeXified
Apr
16
revised American Swaption Pricing with Monte-Carlo method
fixed a typo
Mar
15
revised Normally Distributed Returns Become Leptokurtic Due to Compounding
Fixed a typo in the title, added the probability tag
Mar
3
revised Explanation or implementation of Ledoit-Wolf estimator (without math packages)
Concatenated the original question and the explanation posted by the OP as a separate answer
Feb
25
revised Which approach to estimating fundamental factor models is better, cross-sectional (unobservable) factors or time-series (observable) factors?
Fixed a dead link
Feb
13
revised Appropriate measure of Volatility for economic returns from an asset?
added 5 characters in body
Feb
13
revised Appropriate measure of Volatility for economic returns from an asset?
Texified
Jan
27
revised Transformation from the Black-Scholes differential equation to the diffusion equation - and back
fixed typos, added a link
Jan
11
revised Measuring historical earnings surprises, their frequency and severity
Corrected the title, added a missing word in the post
Dec
31
revised Random Brownian Simulation Startling Results
corrected a typo in the title, added probability tag
Dec
23
revised What is the difference between these two equations for GBMs?
added brackets in the second equation.