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6/20 answers
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Mar
29
reviewed No Action Needed Portfolio optimzation : efficient frontier with respect to risk aversion parameter with R
Mar
28
revised How to forecast bond price with time series
Improve step 6
Mar
28
revised What are good online resources for credit portfolio managers?
Fix name of website.
Mar
28
comment Java Implied Volatility Solving with Newtons Method
Am I correct in assuming that theoValue gives the option value? Are you 100% both theoValue and calculateVega are correct?
Mar
28
revised Java Implied Volatility Solving with Newtons Method
Fix code a bit.
Mar
28
answered How to forecast bond price with time series
Mar
28
answered Garch for covariance matrix?
Mar
26
reviewed No Action Needed Impact of Implied skew variations on future prices
Mar
25
awarded  Reviewer
Mar
25
reviewed No Action Needed binomial option pricing model - problem with risk-neutral probability
Mar
25
reviewed No Action Needed Fitting transition matrices in R by solving for coefficient
Mar
25
reviewed Reviewed Numerical delta of Bond Options
Mar
25
comment Java Implied Volatility Solving with Newtons Method
Agreed with above. This is unanswerable as is and a candidate for closing. It also could do with some reformatting, nobody likes side scrolling.
Mar
24
reviewed Approve For Probability of Default in retail credit what is more popular logistic regression or GLM with Poisson distribution and why?
Mar
24
reviewed No Action Needed What is the fair price of this option?
Mar
24
reviewed No Action Needed Intermarket analysis - related time series?
Mar
24
reviewed No Action Needed Should I use an arithmetic or a geometric calculation for the Sharpe Ratio?
Mar
24
reviewed No Action Needed Intermarket analysis - related time series?
Mar
24
reviewed No Action Needed Most-efficient/effective Incentive Scheme Design to Minimize Loan Default Probability
Mar
24
reviewed Reviewed Lévy alpha-stable distribution and modelling of stock prices.