Reputation
Next tag badge:
26/100 score
6/20 answers
Badges
2 10 34
Newest
 Announcer
Impact
~53k people reached

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
Mar
28
revised What are good online resources for credit portfolio managers?
Fix name of website.
Mar
28
comment Java Implied Volatility Solving with Newtons Method
Am I correct in assuming that theoValue gives the option value? Are you 100% both theoValue and calculateVega are correct?
Mar
28
revised Java Implied Volatility Solving with Newtons Method
Fix code a bit.
Mar
28
answered How to forecast bond price with time series
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