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visits member for 3 years, 10 months
seen 4 hours ago

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
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