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visits member for 3 years, 4 months
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Probability, finance and due diligence - @EllieAsksWhy


Feb
23
awarded  Talkative
Jan
7
revised How to Delta Hedge with Futures?
Every time I visit QuantSE I see that variable name error, "maket value". I had to edit it to MARKET. OP is Austrian, not from Boston or Yonkers.
Jan
7
suggested suggested edit on How to Delta Hedge with Futures?
Dec
5
awarded  Custodian
Dec
5
reviewed Satisfactory SDE simulation: P or Q?
Dec
5
reviewed Satisfactory Integration of stochastic total derivative
Dec
5
reviewed Satisfactory Risk Neutral Probability
Dec
5
reviewed Excellent From Fourier Transforms to Option Values
Dec
5
reviewed Satisfactory Is Vasicek risk neutral?
Dec
4
reviewed Satisfactory ADF test in R yielding perfect cointegration. How is this possible?
Dec
1
revised How to Delta Hedge with Futures?
Market was misspelled "maket", repeatedly! I thought I was in Yonkers, i.e. "mahhhhket" or Boston. I tidied MathJax and grammar, and clarified implication of neg premium: losing $. I'm sorry re my bad attitude, but OP was impudent to the other user who answered.
Dec
1
suggested suggested edit on How to Delta Hedge with Futures?
Dec
1
comment How to Delta Hedge with Futures?
Contango and clearinghouse requirements are more than mere issues. As @Matthew said, if they undermine the arbitrage, they render the theoretical question pointless as currently stated. You need to determine whether the costs of contango and clearinghouse margin changes are quantifiable (seems unlikely...) and are less than the arbitrage value of the trade strategy.
Feb
6
reviewed Satisfactory Determining portfolio risk return in R given historical data for individual holdings?
Feb
6
reviewed Needs Improvement what is the implied volatility on a basket of options
Feb
6
reviewed Satisfactory How to attribute income that incurs a double liability in a P&L?
Feb
6
reviewed Excellent price of a “Cash-or-nothing binary call option”
Feb
6
awarded  Custodian
Feb
6
reviewed Excellent Limits analysis
Feb
6
reviewed Needs Improvement Basket option pricing: step by step tutorial for beginners