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Feb
6
reviewed Approve Which studies should be replicated?
Feb
5
reviewed Edit Intraday or overnight returns?
Feb
5
revised Intraday or overnight returns?
corrected spelling
Feb
5
reviewed Looks OK Where can I find best end of day option data?
Feb
5
reviewed No Action Needed Vega in a “constant volatility” Black-Scholes world?
Feb
4
reviewed No Action Needed How would MTM an interest only currency swap affect its valuation?
Feb
4
reviewed No Action Needed Data on interest rate differentials (lending on own vs. foreign currency)
Feb
4
reviewed No Action Needed Strategies on steepen yield curve
Feb
3
reviewed No Action Needed Vega in a “constant volatility” Black-Scholes world?
Feb
3
reviewed No Action Needed Black Scholes Constant Implied Volatility
Feb
3
reviewed No Action Needed Difference between Closing Price, Last traded price and Settlement Price for option contracts?
Feb
3
comment Application of PVAR in macro economic modelling
Please don't shout, I almost removed the question because of that alone. Also, do you have a reference describing PVAR?
Feb
3
revised Application of PVAR in macro economic modelling
Remove shouting
Feb
2
reviewed No Action Needed For a square-root process (CIR), how to verify the characteristic function of the transition density?
Feb
2
reviewed No Action Needed Modified average swap
Feb
2
reviewed No Action Needed Portfolio optimization
Feb
2
reviewed No Action Needed The danger of using Principal Component Analysis (PCA) in Robust Optimization problems
Feb
1
reviewed Reviewed Determining the implied volatility for options with bid/ask prices below the intrinsic value
Feb
1
comment Determining the implied volatility for options with bid/ask prices below the intrinsic value
Hi Kevin Scheurwater, welcome to Quant.SE! I see you've made an excellent choice when choosing your education ;) Can you tell us where you get this data?
Jan
31
reviewed No Action Needed Hedging portfolio of options with different underlyings