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Mar
31
answered Trading a stock (or other asset) based on Bollinger Bands.
Mar
29
answered Risk neutral probability in binomial lattice option coming greater than 1…what's wrong?
Mar
28
answered How to conduct Monte Carlo simulations to test validity of Black Scholes for a specific option?
Mar
25
answered Credit Valuation Adjustments — computation issues
Mar
24
answered Commodity hedging in non-financial companies - any literature available?
Mar
22
asked Cost function for hedging portfolio
Mar
22
answered How to derive appropriate volatility for a binary option (with strike/term) from market data?
Mar
19
answered How do practitioners use the Malliavin calculus (if at all)?
Mar
19
answered Any example code implementing the Shelton CDO 'Back To Normal' Paper?
Feb
19
asked Quanto CDS modeling
Feb
15
answered What are some computational bottlenecks that quants face?
Feb
12
asked Pricing callable range accruals on spreads
Feb
12
asked Stochastic recovery rates
Feb
12
asked Rate interpolation in Libor Market Model
Feb
12
asked Correlation skew mapping
Feb
11
answered Free data on swap options
Feb
11
answered What does it mean to modify the factor loadings of a credit risk model?
Feb
11
answered Video lectures and presentations on quantitative finance
Feb
10
answered on “recovering probability distributions from option prices” - how to subtract influence of stochastic volatility?
Feb
9
asked What is a Structurer?