We’re rewarding the question askers & reputations are being recalculated! Read more.
Quantitative Finance
Meta user
Network profile
243
reputation
2
7

ChicagoCubs

Apparently, this user prefers to keep an air of mystery about them.

1
answer
5
questions
~10k
people reached
  • Member for 5 years
  • 4 profile views
  • Last seen Oct 23 at 7:11

Communities (7)

Top network posts

Top tags (10)

Score 4
Posts 3
Posts % 50
Score 4
Posts 3
Score 4
Posts 2
Score 0
Posts 2
Score 0
Posts 1
Score 0
Posts 1
View all tags →

Top posts (6) All Questions Answers | Votes Newest

4 How to calculate daily risk free interest rates Dec 6 '15
4 Is it possible that under Black-Scholes: $\ln S_{T} \sim N \left ( \ln S_t - \frac{1}{2}\sigma^2(T-t), \sigma^2(T-t) \right )$ Jun 7 '16
3 Is it possible that under Black-Scholes: $\ln S_{T} \sim N \left ( \ln S_t - \frac{1}{2}\sigma^2(T-t), \sigma^2(T-t) \right )$ Jun 4 '16
1 Find the parameter $d$ of the Affine Option Pricing Model in Duffie, Pan and Singleton (2000) Jun 5 '16
1 Multi-factor APT model in practice: non-zero mean factors, observations needed and portfolios Mar 29 '16
0 Mean Variance Analysis: what does the solution of the following exercise tells me? Nov 2 '14

Badges (9)

Gold

—

Silver

2

Rarest

Bronze

7

Rarest