Summary

Reputation

712

2021
2022
2023
2024

Top tag

capm

Next privilege

750 Rep.

See votes

Badges

Newest

Necromancer

Next badge

0/1

Custodian

Impact

~86k

people reached

posts edited

helpful flags

votes cast

Answers

View all 31 answers

Is CAPM a cross sectional or time series model?

May 21, 2018

How to use factor models for prediction?

Dec 7, 2016

Derivation of the formulas for the values of European asset-or-nothing and cash-or-nothing options

Nov 11, 2015

Mean and standard deviation of price series with Kalman

Apr 27, 2017

I need liquidity metrics of a portfolio (2-5 bonds) that takes into consideration difference in size of bonds and maturity profile

Apr 19, 2018

Questions

Intuitively, why does liquidity premium contribute to bond yield?

May 21, 2018

For equity options, why sometimes ATM vol of shorter expiration is higher than that of longer expiration?

Dec 14, 2016

FX risk of basis swap in foreign currencies

Sep 28, 2017

Reputation

This user has no recent positive reputation changes.

Badges

View all badges

This user doesn’t have any gold badges yet.

silver badges

Necromancer

Mar 8, 2020
Yearling

× 3

Mar 7, 2020

bronze badges

Caucus

× 2

May 22, 2019
Critic

Apr 28, 2017
Revival

× 4

Dec 30, 2019

Accounts

View all 23 accounts

Quantitative Finance

Bitcoin

Stack Overflow

Cross Validated

Mathematics

Active bounties (0)

This user has no active bounties

Votes cast

upvotes

downvotes

question votes

answer votes

User feed

Stack Exchange Network

Summary

Reputation

712

Top tag

Next privilege

Badges

Newest

Next badge

Impact

Answers

Questions

Tags

Reputation

Badges

Accounts

Active bounties (0)

Votes cast