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Aug
30
comment Where can I find literature (books, articles, etc.) about basic HFT / arbitrage strategies?
@madilyn Nice parody, but some people take it seriously.
Jul
27
answered How can a share price be different on its open than it was on the previous close?
Jul
27
awarded  Famous Question
Apr
29
awarded  Popular Question
Jan
31
awarded  Yearling
Dec
29
awarded  Popular Question
Jul
2
awarded  Curious
Jun
10
awarded  Popular Question
Jan
31
awarded  Yearling
Nov
4
awarded  Notable Question
Oct
15
comment Question about the rationale of applying certain recovery rate by ISDA
Read the 2nd answer, it's all there.
Oct
10
comment Question about the rationale of applying certain recovery rate by ISDA
Either you didn't write what you mean, or you just don't understand how this works. experquisite's answer is much better.
Sep
3
asked Risk-neutral models for rights issues
Jun
10
comment Why use swap-rates in a yield curve?
Replacing it with the bank risk... which is higher than the sovereign risk, at least for the USA or UK.
Jun
4
comment VaR for portfolio of funds
Yes, much more clear. Thanks.
Jun
4
accepted VaR for portfolio of funds
Jun
3
comment VaR for portfolio of funds
Please do, this is interesting.
May
30
comment VaR for portfolio of funds
"adding statistics of historical deviations of the fund portfolio from the (1) view" - do you mean tracking the difference between the fund valuation and the valuation of its assets using mid prices?
May
29
comment VaR for portfolio of funds
@BobJansen "Do you want to incorporate market inefficiencies such as the trading costs each fund makes?" Yes.
May
28
awarded  Notable Question