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Jul
28
comment What‘s the definition of static arbitrage?
Hi Tony.Lui, welcome to Quant.SE! Please don't forget to accept an answer if you like it.
Jul
28
reviewed Approve Understanding $N(d_1)$ and how to use the stock itself as the numeraire?
Jul
28
comment why many option contract price less than minimum boundary price?
Could you point us to the data of such an option?
Jul
27
reviewed No Action Needed European call down and out option (geometric Brownian motion, Monte Carlo, Euler)
Jul
26
comment Asset pricing - Technology
I guess the problem is that you didn't link or name the paper. It would certainly help!
Jul
24
reviewed Approve monte-carlo tag wiki
Jul
24
reviewed Approve monte-carlo tag wiki excerpt
Jul
24
comment Setting input parameters for Nelson Siegel Svensson model
I see, I think there is still some overlap but this ca be tackled as a separate thing. Can you maybe cross reference the questions? It gives a better picture of where you are and will get you better help. Also users can then use your questions as a guide to do NSS themselves start to finish.
Jul
24
reviewed Close Setting input parameters for Nelson Siegel Svensson model
Jul
24
comment Setting input parameters for Nelson Siegel Svensson model
Indeed, I'm not sure what this adds to your previous question @jojo.
Jul
23
reviewed Close calculating portfolio volatility
Jul
21
comment Comparing Returns on a Sector Basis
IMO this answer doesn't add much to the accepted answer but manages to mention a certain app: downvoted.
Jul
21
comment Portfolio software that shows 'total return' for each investment
Hi zeroisallornothing, welcome to Quant.SE! Please disclose your affilation.
Jul
21
revised Derivation of HJB equation
Fix title
Jul
19
reviewed Reviewed Typical coefficients uses in square-root model for market impact
Jul
17
reviewed No Action Needed Why do stocks fall so quickly? Technical explanations
Jul
17
reviewed Reviewed Why do people always seek finite-variance models for option pricing
Jul
15
reviewed Close Geometric Brownian Motion - Why Sqrt(dt)?
Jul
14
comment Texts on the Generalized Method of Moments
You could have a look at Cochrane's Asset Pricing book, chapter 11. It doesn't answer all your questions but it's a start I think.
Jul
14
revised Texts on the Generalized Method of Moments
Clarify title