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May
23
comment Black Scholes Formula, drift term
@Liam: Please don't forget to upvote and accept if you like this answer.
May
22
answered Markowitz portfolio optimization question
May
22
comment Negative high frequency intraday volatility - Zhou estimator
Hi user16313, what do you mean by negative volatility, as using the common it must be positive?
May
22
comment Zero coupon bonds
Hi user3238961, welcome to Quant.SE! This seems to be copied homework which we generally do not allow.
May
20
comment Show that the equation solves the Black-Scholes PDE
You're getting downvoted because after receiving good help you just ask for more instead of showing any work yourself. Your question looks like homework and our users are generally encouraged to solve that themselves as much as possible. For the sake of the people that answer but also for their own: you learn most by doing.
May
20
reviewed No Action Needed Why must a replicating portfolio be self-financing?
May
19
reviewed Reviewed How to fully replicate ADX + DI Indicators in Excel?
May
19
comment Density of Geometric BM via Fokker-Planck
@muaddib I rejected your edit as it could be the answer. (Edit was flipping the sign before the last $\mu$ before 'To solve'
May
19
reviewed Reject Density of Geometric BM via Fokker-Planck
May
19
comment Can not understand options pricing
I didn't vote but I believe the reason to be that this question is not on-topic here as described in the faq.
May
19
comment Negative time value european options
But what if $r<0$?
May
17
reviewed No Action Needed Building a personal computer for automated trading/analysis…what bottlenecks could I run into?
May
15
reviewed No Action Needed Is there a copula that can estimate negative tail dependence?
May
15
reviewed Approve Is there a copula that can estimate negative tail dependence?
May
14
reviewed No Action Needed Efficiently storing real-time intraday data in an application agnostic way
May
14
reviewed Reviewed How is the Order priority of an Iceberg order decided?
May
14
reviewed No Action Needed Stub rate and first fixing in IRS
May
14
reviewed Reviewed Bootstrap yield curve with QLNet / Quantlib
May
14
comment Martingale Measure for Vasicek process
Hi Kylin Yi, welcome to Quant.SE! I've converted your answer to a comment now but feel free to post your extended answer. Thanks.
May
13
reviewed Reviewed Short Volatility