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3h
comment Interpolation of forward zeros-coupons bonds simulations for missing maturities (ESG data)
Your English looks fine to me but I added some $\LaTeX$ to your question. can you verify the formulas?
3h
reviewed Edit Interpolation of forward zeros-coupons bonds simulations for missing maturities (ESG data)
3h
revised Interpolation of forward zeros-coupons bonds simulations for missing maturities (ESG data)
Add Latex, remove courtesy
3h
reviewed Reviewed Volatility of investment (/w currency hedging)
6h
reviewed Close Compound interest calculator solving for time with deposits
7h
reviewed Edit Thompson Reuters TRBC and GICS
7h
revised Thompson Reuters TRBC and GICS
Sectors, Industry Groups, Industries and Sub-Industries
7h
comment Thompson Reuters TRBC and GICS
Hi Jeff Crystal, please let your accounts be merged so you can make the edit on your own.
7h
reviewed No Action Needed Calibrating and simulating returns from a t-distribution
1d
reviewed Close True yield question
1d
reviewed Close Validation of unrealized P&L calculation
1d
reviewed Close Calculating the YTM of a bond with only a calculator
1d
comment Calculating the YTM of a bond with only a calculator
There is no direct way to do it, you need to guess and iterate on your guesses, a financial calculator as suggested by @ThemisZ would do that for you.
1d
reviewed No Action Needed Is this representation of the put-call parity correct? (Implied dividend estimation)
1d
reviewed No Action Needed Why is the Risk Free Rate 1 over Contingent Claim Prices?
2d
reviewed Reviewed what data sources are useful for obtaining financial statement data of listed companies NYSE and NASDAQ?
2d
reviewed Close how to compute the call and put prices from the state-price vector?
2d
comment When should we use SWIFT versus FIX?
That's not a fair comparison as SWIFT is an organisation and FIX is a message format.
Apr
27
reviewed No Action Needed Ledoit-Wolf, expected order of optimal shrinkage intensity
Apr
27
reviewed No Action Needed How to work out the forward outright price from the bid/ask quotes?