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Feb
4
reviewed No Action Needed Constant Relative Risk Aversion
Feb
4
reviewed Reviewed Comparing cost of two alternative given their distribution
Feb
4
comment Comparing cost of two alternative given their distribution
Hi Mohsen, welcome to Quant.SE! I think you have to model the risk averseness of the investor to answer this. For example, you need to have some view how volatility and skewness interact.
Feb
4
reviewed No Action Needed Covariance matrix and Cholesky decomposition
Jan
30
revised Cheapness indicator for Convertibles Bonds
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Jan
30
reviewed Reviewed Constructing Volatility Smile from American Options
Jan
29
answered Cheapness indicator for Convertibles Bonds
Jan
29
reviewed No Action Needed What constitutes an “odd lot” in corporate bonds trades?
Jan
28
reviewed Reviewed Why random walk Metropolis Hasting algorithm works bad on GARCH(1,1) parameters estimation
Jan
28
reviewed No Action Needed Why is the vega of an at the money option so insensitive to movements in volatility? I.e, why do ATM options have such little Vomma?
Jan
28
reviewed No Action Needed Dixit & Pindyck (1993) Chapter 4, equation 13
Jan
26
reviewed Reviewed How to get Multivariate Betas from an Estimated EWMA co variance Matrix?
Jan
26
reviewed Reviewed In Dupire's paper, why is $(S_t, t)$ in the $(K, T)$ space?
Jan
26
reviewed Reviewed When are implied and real world parameters the same?
Jan
25
reviewed No Action Needed How can an FRA create arbitrage opportunities?
Jan
24
reviewed No Action Needed Option greeks: sensitivity to 1% move
Jan
24
reviewed No Action Needed How to get list of all CUSIPS/ISIN?
Jan
24
reviewed No Action Needed InteractiveBrokers server outage every Saturday
Jan
24
reviewed No Action Needed Is printing money really a bad thing?
Jan
24
reviewed No Action Needed Data provider for daily futures settlement prices