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2,102
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26/100 score
6/20 answers
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Mar
28
answered Garch for covariance matrix?
Mar
26
reviewed No Action Needed Impact of Implied skew variations on future prices
Mar
25
awarded  Reviewer
Mar
25
reviewed No Action Needed binomial option pricing model - problem with risk-neutral probability
Mar
25
reviewed No Action Needed Fitting transition matrices in R by solving for coefficient
Mar
25
reviewed Reviewed Numerical delta of Bond Options
Mar
25
comment Java Implied Volatility Solving with Newtons Method
Agreed with above. This is unanswerable as is and a candidate for closing. It also could do with some reformatting, nobody likes side scrolling.
Mar
24
reviewed Approve For Probability of Default in retail credit what is more popular logistic regression or GLM with Poisson distribution and why?
Mar
24
reviewed No Action Needed What is the fair price of this option?
Mar
24
reviewed No Action Needed Intermarket analysis - related time series?
Mar
24
reviewed No Action Needed Should I use an arithmetic or a geometric calculation for the Sharpe Ratio?
Mar
24
reviewed No Action Needed Intermarket analysis - related time series?
Mar
24
reviewed No Action Needed Most-efficient/effective Incentive Scheme Design to Minimize Loan Default Probability
Mar
24
reviewed Reviewed Lévy alpha-stable distribution and modelling of stock prices.
Mar
24
comment Lévy alpha-stable distribution and modelling of stock prices.
Hi Hank, welcome to Quant.SE! Could you please disclose your association with FinAnalytica?
Mar
22
reviewed No Action Needed Implicit relation between risk and reward
Mar
22
reviewed No Action Needed Implicit relation between risk and reward
Mar
21
reviewed Looks OK Variance Swap volatility
Mar
21
reviewed No Action Needed Why the Black-Scholes formula can be used in the real world?
Mar
21
reviewed Reviewed DCC GARCH - Specificating of ARCH and GARCH parameter Matrices STATA