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5h
comment Quadratic programming solve.QP's Lagrangians
Why didn't I think of that immediately, thanks @Brian
5h
comment Quadratic programming solve.QP's Lagrangians
Hi, be careful this does rm(list=ls()) and has been cross posted to the R Finance list.
2d
comment Matlab loop statement is driving me mad
I'm voting to close this question as off-topic because it would better fit on StackOverflow (but I didn't migrate because it's answered already).
May
23
comment Black Scholes Formula, drift term
@Liam: Please don't forget to upvote and accept if you like this answer.
May
22
comment Negative high frequency intraday volatility - Zhou estimator
Hi user16313, what do you mean by negative volatility, as using the common it must be positive?
May
22
comment Zero coupon bonds
Hi user3238961, welcome to Quant.SE! This seems to be copied homework which we generally do not allow.
May
20
comment Show that the equation solves the Black-Scholes PDE
You're getting downvoted because after receiving good help you just ask for more instead of showing any work yourself. Your question looks like homework and our users are generally encouraged to solve that themselves as much as possible. For the sake of the people that answer but also for their own: you learn most by doing.
May
19
comment Density of Geometric BM via Fokker-Planck
@muaddib I rejected your edit as it could be the answer. (Edit was flipping the sign before the last $\mu$ before 'To solve'
May
19
comment Can not understand options pricing
I didn't vote but I believe the reason to be that this question is not on-topic here as described in the faq.
May
19
comment Negative time value european options
But what if $r<0$?
May
18
comment Black-Scholes model
I believe there is some value in a nice worked example (with code, nice little tables and graphs, etc. a bit textbook like) on what happens when hedging is not continuous. Maybe not exactly on-topic but a nice to have for people that have just started. However, this just looks like homework and that I don't like.
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
12
comment Need help in interpreting the Johansen co integration test
Please add this to the question, comments are not meant for this.
May
11
comment Need help in interpreting the Johansen co integration test
The question is improving but I believe you will have to improve it further to get a satisfactory answer. By indenting with 4 spaces everything gets a nice layout. Also, what command and package did you use to get these results?
May
9
comment Need help in interpreting the Johansen co integration test
The mess is gone but this still rather unclear, please show what you did
May
8
comment Need help in interpreting the Johansen co integration test
Hi Jishnu Jayakumar, could you please clean the question up a bit? This is one big mess of text and therefore hard to read and answer.
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
26
comment Clarification of Saturation-Reset Regimes
Hi Tan Dollars, welcome to Quant.SE! I edited the question to make 'article' point to the paper and set some new tags after reading the abstract.
Apr
26
comment Confused on interpretation of betas/alphas in regression in finance
First off all, are you regressing on prices or on returns? Have you made plots?
Apr
26
comment How to differentiate a brownian motion?
Have you looked at this Wikipedia page?