2,600 reputation
31840
bio website
location
age
visits member for 3 years, 2 months
seen 4 hours ago

1d
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.
Dec
23
revised What is the difference between these two equations for GBMs?
corrected spelling in the title
Dec
12
revised How to use Merton model to calculate default probability with monthly stock prices?
A link to a PDF version of the book is removed (possible copyright infringement).
Sep
11
revised What is exactly Euler's decomposition?
added 187 characters in body
Sep
11
revised What is exactly Euler's decomposition?
edited body
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