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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
Jan
21
reviewed Reviewed Countries and/or exchanges which don't allow algo-trading
Jan
21
reviewed Leave Open What are the parameters of the function PORTVAR in Matlab?
Jan
19
reviewed Reviewed Why is this delta-hedging/P&L example on a variance swap call correct?
Jan
19
reviewed No Action Needed Is there any thing out there as a substitute for KDB?
Jan
17
comment Does anybody know how to use jquantlib with eclipse?
Hi A.K. Welcome to quant.SE! Where are you stuck? Any specific errors you're getting?
Jan
17
reviewed No Action Needed Expected Shortfall (CVaR) Backtesting
Jan
17
reviewed No Action Needed Does anybody know how to use jquantlib with eclipse?