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visits member for 3 years, 2 months
seen 6 mins ago

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
Aug
23
revised Proof that you cannot beat a random walk
added 301 characters in body
May
23
revised If I have a model that gives 10% “probability edge” over random chance, how do I calculate the position size?
added 133 characters in body
May
22
revised Looking for a recommendation for a real life volatily trading book.
deleted 146 characters in body
May
14
revised Do binary options make any sense?
Edited tags, typo is fixed.