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Jan
4
reviewed No Action Needed Option Chain Implied Volatility Calculation
Jan
4
reviewed No Action Needed Geometric Brownian Motion: d(S) vs. d(ln(S))
Jan
4
reviewed No Action Needed Problem with deriving the dynamics of a process
Jan
3
revised AmericanOptionImpliedVolatility - root not bracketed issue in QuantLib/R
Fix code formatting
Jan
1
reviewed No Action Needed Topological methods in finance
Dec
30
reviewed No Action Needed Reverse Repos as a means to adjust interest rates
Dec
30
reviewed Approve Do stocks move up and down in value or in proportion to how much they cost?
Dec
30
awarded  Popular Question
Dec
30
reviewed Approve Reverse Repos as a means to adjust interest rates
Dec
30
reviewed No Action Needed Why don't real-world probabilities affect the price of a call in a 1-step binomial model?
Dec
29
revised Nasdaq trading under the scenes: market makers, ECNs, brokers. Who buys from and sells to whom?
Spelling
Dec
29
reviewed Reviewed Daily Hurst Exponent
Dec
29
revised Daily Hurst Exponent
Fix code formatting
Dec
29
reviewed Approve How much would one pay for the max of two stocks?
Dec
28
reviewed No Action Needed Reverse Repos as a means to adjust interest rates
Dec
28
reviewed Reviewed Imposing MLE restrictions by logistic mapping
Dec
28
revised Imposing MLE restrictions by logistic mapping
Fix code
Dec
27
comment How do we include inflation in our calculations?
I don't know, but I think the information here should be sufficient. You might have made a rounding error in your last comment to @Brumder, see this calculation and note that $1000 \times 1.03^{10} = 1344 > 1334$.
Dec
25
reviewed No Action Needed Sharpe ratio with leveraged ETFs
Dec
25
reviewed No Action Needed How much would one pay for the max of two stocks?