Reputation
2,156
Next tag badge:
score
answers
Badges
2 10 33
Newest
 Yearling
Impact
~54k people reached

Apr
2
reviewed Approve Implied Volatility Calculation
Apr
2
reviewed Approve Create Markets Bubble Indicator
Apr
2
reviewed Approve Implied Volatility Calculation
Apr
2
comment Implied Volatility Calculation
OK, someone flagged and said: it's about why this example doesn't work. That might be of interest, kdragger does a good suggestion. If that is not the cause we probably need more information.
Apr
2
reviewed No Action Needed Create Markets Bubble Indicator
Apr
2
reviewed No Action Needed Diffusion Jump Processes
Apr
2
comment Best written quantitative finance papers
@vonjd I rather not, although I think it could be even under the new CW guidelines (which are unclear to me as ever). However, I rather have users collect some well deserved reputation here. That should stimulate answering the question and more importantly: more high reputation users leads to better community moderation.
Apr
2
reviewed No Action Needed Implied Volatility Calculation
Apr
2
reviewed Approve Please give a step-by-step explanation on how to build a factor model
Apr
2
reviewed Close Implied Volatility Calculation
Apr
1
reviewed No Action Needed Relationship between ADR in USD and original stock in GBP - Drift in price
Apr
1
reviewed No Action Needed ETNs as bank funding
Mar
31
reviewed No Action Needed What is the legal difference between ETFs, ETNs and ETCs
Mar
31
reviewed Reviewed Call option pricing using CCR model - derivation problem
Mar
31
reviewed Reviewed Building custom indices; getting data from web; stats analysis; Python or R?
Mar
31
reviewed No Action Needed Simulating Brownian motion with jumps
Mar
30
comment Best written quantitative finance papers
Me neither, but I think it's interesting enough for our users ;)
Mar
29
answered Hedging behind the decomposition of american put options
Mar
29
reviewed No Action Needed Portfolio optimzation : efficient frontier with respect to risk aversion parameter with R
Mar
28
revised How to forecast bond price with time series
Improve step 6