Network profile

A.L. Verminburger

Reputation

748

748
442
137

2018
2019
2020
2021

Top tag

futures

Next privilege

750 Rep.

See votes

Badges

3

13

Newest

Yearling

Next badge

19/30

Impact

0 posts edited

0 helpful flags

13 votes cast

Questions (34)

Votes Activity Newest

14	Why is Markowitz portfolio optimisation so popular considering it is worse than an equal weighted portfolio?
6	Why is the equity premium not arbitraged away?
4	Large trend-followers: why use futures rather than ETFs?
4	Trading signal strength: [-1 to 1] or [predicted return]?
3	How is the integral relationship between current yield curve and forward yield curve derived?

View more →

Reputation (748)

+10	How to derive Balck Scholes from the Binomial Model?
+10	Large trend-followers: why use futures rather than ETFs?
+10	How to replicate an exchange option?
+10	Why the Inconsistency in the Derivation of BS for Dividend-Paying Underlying?

View more →

Answers (5)

Votes Activity Newest

2	Large trend-followers: why use futures rather than ETFs?
1	Why the Inconsistency in the Derivation of BS for Dividend-Paying Underlying?
0	Why do futures seem to be quoted in setllement price rather than cost of the contract?
0	Why bond (individual or their benchmark index) graphs predominantly display yield rather than price?
0	Deriving the Forward Rate Formula from the Expectation Hypothesis

Tags (57)

2 futures × 5	1 risk-neutral × 2
2 trends × 2	0 fixed-income × 15
2 etf × 2	0 yield-curve × 5
1 dividends × 3	0 forward-rate × 3
1 black-scholes × 3	0 equities × 3

View more →

Bookmarks (5)

Votes Activity Newest Views Added

14	Why the expected return rate of a stock has nothing to do with its option price?
3	APR and Term to Principal Repayment Schedule Approximation
3	How is the integral relationship between current yield curve and forward yield curve derived?
1	How are short rate models used to construct the whole of the yield curve? [closed]
1	reference for elementary mortgage math

Accounts (22)

	Quantitative Finance	748 rep	3 silver badges13 bronze badges
	Mathematics	590 rep	4 silver badges11 bronze badges
	Personal Finance & Money	443 rep	4 silver badges7 bronze badges
	Computational Science	327 rep	4 silver badges10 bronze badges
	Computer Science	217 rep	1 silver badge7 bronze badges

Badges (14)

Recent Class Name

Yearling × 3	Tumbleweed
Teacher	Nice Question
Critic	Supporter
Popular Question	Commentator
Autobiographer	Custodian

View more →

Active bounties (0)

Active Offered Earned

This user has no active bounties

Votes cast (13)

all time			by type
12	up		1	question
1	down		12	answer

Quantitative Finance Stack Exchange works best with JavaScript enabled