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

1d
revised approximating fBm sotchastic integral
Make equations
Apr
30
revised Interpolation of forward zeros-coupons bonds simulations for missing maturities (ESG data)
Add Latex, remove courtesy
Apr
30
revised Thompson Reuters TRBC and GICS
Sectors, Industry Groups, Industries and Sub-Industries
Apr
27
revised What is the “leverage effect” for stocks?
Make link
Apr
23
revised Integration to calculate expected value of swap rate
Make link, make equations
Apr
22
revised Bond portfolio hedging against currency risk
Give link title
Apr
20
revised Are there any integrated framework that I can back-test and paper/live trading in one place?
Close code backtick
Apr
17
revised Qualitative properties of call
Latex and courteous
Apr
16
revised Beta in Capital Structure
Add Latex
Apr
14
revised Statistics for quantitative finance
Make link
Apr
14
revised What data sources are available online?
Make question an answer
Apr
7
revised Optimize a function in R
Fix wording
Mar
30
revised simulating from the CIR++
Center equations
Mar
28
revised How to calculate the NPV (Net present Value) in this question?
Fix formatting
Mar
16
revised Issue on pricing bond using RQuantLib
Add LaTeX
Mar
14
revised Lookback option to find stock price
rolled back to a previous revision
Mar
13
revised Why does my ibpy connection always close automatically
Clean up
Mar
13
revised GJR-GARCH with $\alpha = 0$ as parameter estimate
Center equations.
Mar
13
revised GJR-GARCH with $\alpha = 0$ as parameter estimate
Clarify title and code
Mar
10
revised Which ETFs should I use to test my portfolio selection algorithm?
incorrect ticker for Germany ETF [last line edit is only to bypass minimum of 6 characters edit :( ]