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Nov
30
comment Expectation of expression with two currencies under forward measure
Hi Drax81, welcome to Quant.SE!
Nov
30
comment What does martingale look like?
Hi mavavilj, welcome to Quant.SE! Please not the faq about what we expect here and please make your posts conform to those rules. This question is a bit unclear to me. What do you mean by seeing a martingale? It's an abstract property of a stochastic process.
Nov
29
reviewed No Action Needed High frequency price forecast model ARMA GARCH or another?
Nov
29
reviewed No Action Needed Computing Pooled IRR from the IRRs of parts
Nov
26
reviewed Reviewed Example of optimal delta hedging in G. Barles, H.M. Soner option pricing paper
Nov
26
reviewed Reviewed Backtesting - can you buy/sell at open and closing prices?
Nov
25
reviewed No Action Needed Implied volatility as price transform
Nov
25
reviewed No Action Needed Calibrating stochastic volatility model from price history (not option prices)
Nov
25
reviewed No Action Needed VIX options historical data
Nov
24
revised Clarify a derivation in Pat Hagan's Convexity Conundrums
Improve title
Nov
24
revised Clarify a derivation in Pat Hagan's Convexity Conundrums
Clean up
Nov
24
comment Clarify a derivation in Pat Hagan's Convexity Conundrums
A question like this is certainly on-topic here.
Nov
24
reviewed Approve garchOxFit in R
Nov
24
reviewed Approve ox tag wiki
Nov
24
reviewed Approve garchOxFit in R-oxo file does not match
Nov
24
reviewed Approve ox tag wiki excerpt
Nov
24
reviewed Reviewed What risks is an exchange exposed to?
Nov
24
comment What risks is an exchange exposed to?
Hi Uditg_ucla, welcome to Quant.SE!
Nov
24
reviewed Reviewed Equivalent Definitions of Self-Financing Portfolio
Nov
24
comment Equivalent Definitions of Self-Financing Portfolio
Hi DP1981, welcome to Quant.SE!