Reputation
Next tag badge:
28/100 score
6/20 answers
Badges
3 12 36
Impact
~69k people reached

1d
reviewed No Action Needed Historical volatility on bloomberg API
1d
reviewed No Action Needed Places to make quant code/tools publicly avaliable
1d
reviewed No Action Needed Bank discount yield and money market yield
1d
reviewed Approve Which studies should be replicated?
Feb
5
reviewed Edit Intraday or overnight returns?
Feb
5
reviewed Looks OK Where can I find best end of day option data?
Feb
5
reviewed No Action Needed Vega in a “constant volatility” Black-Scholes world?
Feb
4
reviewed No Action Needed How would MTM an interest only currency swap affect its valuation?
Feb
4
reviewed No Action Needed Data on interest rate differentials (lending on own vs. foreign currency)
Feb
4
reviewed No Action Needed Strategies on steepen yield curve
Feb
3
reviewed No Action Needed Vega in a “constant volatility” Black-Scholes world?
Feb
3
reviewed No Action Needed Black Scholes Constant Implied Volatility
Feb
3
reviewed No Action Needed Difference between Closing Price, Last traded price and Settlement Price for option contracts?
Feb
2
reviewed No Action Needed For a square-root process (CIR), how to verify the characteristic function of the transition density?
Feb
2
reviewed No Action Needed Modified average swap
Feb
2
reviewed No Action Needed Portfolio optimization
Feb
2
reviewed No Action Needed The danger of using Principal Component Analysis (PCA) in Robust Optimization problems
Feb
1
reviewed Reviewed Determining the implied volatility for options with bid/ask prices below the intrinsic value
Jan
31
reviewed No Action Needed Hedging portfolio of options with different underlyings
Jan
31
reviewed No Action Needed How to measure if investors are diversified in a stock market?