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May
14
comment Martingale Measure for Vasicek process
Hi Kylin Yi, welcome to Quant.SE! I've converted your answer to a comment now but feel free to post your extended answer. Thanks.
May
13
reviewed Reviewed Short Volatility
May
13
reviewed No Action Needed Where to find historical stock news and other events?
May
13
reviewed No Action Needed What is the best alternative of Quantlib library
May
11
reviewed No Action Needed When would dedicated portfolios do better than 'immunized' portfolios?
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