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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.
May
11
revised Better understanding of the Datar Mathews Method - Real Option Pricing
edited body
May
11
revised Better understanding of the Datar Mathews Method - Real Option Pricing
added 118 characters in body; deleted 3 characters in body
May
3
revised Back office processing for FX trades
Deleted redundant tags
Apr
16
revised George Soros models
reflectivity to reflexivity
Apr
8
revised How to calculate the Metropolitan Transportation Authority of New York's market capitalization or fair market value?
Grammar is fixed.
Feb
9
revised What is a cubature scheme?
Typo corrected.
Feb
9
revised What is a cubature scheme?
Grammar is fixed.
Feb
9
revised Transformation from the Black-Scholes differential equation to the diffusion equation - and back
Typos and grammar
Feb
9
revised What is a Quant
added 127 characters in body; added 11 characters in body; deleted 2 characters in body
Feb
9
revised What is the implied volatility skew?
LateX formatting improved
Feb
9
revised What is a Quant
added 1030 characters in body
Feb
9
revised Volatility pumping in practice
Tag is added