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Apr
25
comment A generalized Brownian motion
I'm voting to close this question as off-topic because we're not going to do your homework.
Apr
25
comment Modeled as the driftless geometric Brownian motion with instant increments
I'm voting to close this question as off-topic because we're not going to do your homework.
Apr
24
reviewed No Action Needed Isn't Black's approximation for American options inconsistent?
Apr
24
reviewed No Action Needed Solve Black scholes PDE without using any transformation
Apr
24
reviewed No Action Needed What is the effect of mean-reversion on an upper barrier knock-out call option?
Apr
24
reviewed No Action Needed Are smart beta and risk parity the same?
Apr
24
reviewed No Action Needed Pricing a Vanilla swap between coupons; What rates to use?
Apr
24
reviewed No Action Needed Compound interest calculator solving for time with deposits
Apr
24
reviewed No Action Needed Integration to calculate expected value of swap rate
Apr
23
reviewed No Action Needed Interest Rate Convexity - Fundamental Question
Apr
23
revised Integration to calculate expected value of swap rate
Make link, make equations
Apr
23
comment Optimize a trading strategy created in excel with R
Did you try the Excel Solver? It's not the best solver available but it might just work.
Apr
23
reviewed No Action Needed Bloomberg Historical Fundamental Data - Point in time
Apr
23
reviewed Reviewed If you could create a new type of option, what would it be?
Apr
23
comment If you could create a new type of option, what would it be?
I'm voting to close this question as off-topic because this is too open ended for the SE format. Furthermore, new types of options are created in response to a demand and a need in the market, not because people feel like it.
Apr
23
reviewed Looks OK The equivalence of APV and WACC
Apr
23
reviewed No Action Needed Can we derive 5 year zero coupon interest rate by using 1, 2 and 3 year zero coupon interest rate?
Apr
23
reviewed Looks OK Portfolio Theory: Must VarCovar Matrix be based on return var/covar?
Apr
22
reviewed No Action Needed Portfolio Theory: Must VarCovar Matrix be based on return var/covar?
Apr
22
reviewed No Action Needed What are “df”, “t”, and “p” in these sharpe ratio related estimates?