Reputation
1,727
Top tag
Next privilege 2,000 Rep.
Access moderator tools
Badges
3 22
Impact
~29k people reached

May
3
awarded  Popular Question
Apr
28
awarded  Favorite Question
Feb
18
awarded  Yearling
Dec
17
comment Practical implementation of Least Squares Monte Carlo (tweaks and pittfalls)
thank you :) You answer contains some quite reasonable suggestions
Dec
17
accepted Practical implementation of Least Squares Monte Carlo (tweaks and pittfalls)
Sep
30
awarded  Explainer
Sep
24
awarded  Autobiographer
Jul
31
awarded  Popular Question
Jul
2
awarded  Curious
Jun
25
reviewed Approve Arbitragefree Pricing: Q vs. P
Jun
7
accepted Successfull applications of Chaos Theory in Quant Finance
Jun
3
comment What exactly is the OIS Black VOL?
Do you knoe whether there is a way to convert an OIS vol the standard LIBOR-one ?
Jun
3
comment Bloomberg alternatives for fixed income data
this is some helpful information - thank you :)
Jun
1
asked Sample size and historical correlation matrices
Jun
1
comment Bloomberg alternatives for fixed income data
this is actually quite a good idea - should be cheaper than getting my own terminal. However I will still be quite inflexible and will depend on other
May
30
answered meaning of discount term in FRA value
May
29
awarded  Disciplined
May
29
reviewed No Action Needed Python library for Portfolio Optimization
May
29
accepted Introducing credit risk to an already implemented interest rate model
May
29
comment Reference request about stochastic volatility model
by thew way what exactly do you mean by "good" - are you referring to your own model or are you looking for a "good" model ? What makes a vol model "good" in your opinion?