Reputation
2,548
Next tag badge:
28/100 score
6/20 answers
Badges
3 13 36
Newest
 Reviewer
Impact
~77k people reached

18h
reviewed Approve How to show that the exponential Vasicek model is not an affine term-structure model?
1d
reviewed No Action Needed Option delta - Conditional probability definition?
1d
reviewed No Action Needed What is the best / most used / recommended C++ non-blocking networking library for low-latency / real-time development?
1d
reviewed No Action Needed Where to find good notations to teach investment portfolio maths?
1d
reviewed Approve Interpolation of forward zeros-coupons bonds simulations for missing maturities (ESG data)
1d
reviewed No Action Needed Daycount Actual/Actual AFB example
2d
reviewed No Action Needed Mathematically: How does increasing the number of assets reduce idiosyncratic risk?
2d
reviewed Reviewed Scraping options data and returning ticker symbols of companies meeting certain criteria
2d
reviewed Reviewed approximating fBm sotchastic integral
2d
reviewed No Action Needed Mathematically: How does increasing the number of assets reduce idiosyncratic risk?
2d
reviewed No Action Needed How to choose a GARCH model which delivers iid standardized residuals?
2d
reviewed Close Interest rate modelling
2d
reviewed Close Local and Stochastic volatility
2d
reviewed Close Is there any wordpress widget that i can add on my website for customized stocks?
May
1
reviewed No Action Needed How can I compute zero coupon bond prices from dirty/clean prices of coupon bonds?
Apr
30
reviewed Edit Interpolation of forward zeros-coupons bonds simulations for missing maturities (ESG data)
Apr
30
reviewed Reviewed Volatility of investment (/w currency hedging)
Apr
30
reviewed Close Compound interest calculator solving for time with deposits
Apr
30
reviewed Edit Thompson Reuters TRBC and GICS
Apr
30
reviewed No Action Needed Calibrating and simulating returns from a t-distribution