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May
11
comment Need help in interpreting the Johansen co integration test
The question is improving but I believe you will have to improve it further to get a satisfactory answer. By indenting with 4 spaces everything gets a nice layout. Also, what command and package did you use to get these results?
May
11
reviewed No Action Needed When would dedicated portfolios do better than 'immunized' portfolios?
May
9
comment Need help in interpreting the Johansen co integration test
The mess is gone but this still rather unclear, please show what you did
May
8
comment Need help in interpreting the Johansen co integration test
Hi Jishnu Jayakumar, could you please clean the question up a bit? This is one big mess of text and therefore hard to read and answer.
May
7
awarded  Yearling
May
6
reviewed Reviewed Modified duration in multi-currency portfolio
May
5
reviewed No Action Needed Stochastic Differentials - Ito's formula for a self-financing portfolio
May
5
reviewed Reviewed Solving a Non-Linear PDE using a Finite Difference Scheme
Apr
30
revised Modelling turnovers with a random walk. Is it right?
Merged non-answer with question.
Apr
29
reviewed Approve What are some useful approximations to the Black-Scholes formula?
Apr
28
reviewed No Action Needed IbPy download historical price data
Apr
28
answered Is spoofing financially risky?
Apr
28
answered Looking for paper: “Simulation and calibration of the HJM model” by Andersen
Apr
28
comment Looking for paper: “Simulation and calibration of the HJM model” by Andersen
The link you found doesn't give much, at least not if I look in the Google Cache.
Apr
28
revised Looking for paper: “Simulation and calibration of the HJM model” by Andersen
Cleaned up the question
Apr
28
reviewed Approve capm tag wiki
Apr
28
reviewed Approve Transforming Variables in Regression
Apr
26
reviewed No Action Needed Calculate CVaR for a portfolio
Apr
26
reviewed Approve Transforming Variables in Regression
Apr
26
revised Clarification of Saturation-Reset Regimes
Fixed formula