Ezy

Member for 7 years, 11 months
Last seen more than a month ago

Summary

Reputation

2,177

2.2k
2k
1.8k

2020
2021
2022
2023

Top tag

black-scholes

Next privilege

3,500 Rep.

Protect questions

Badges

9

16

Newest

Yearling

Next badge

0/1

Excavator

Answers

View all 95 answers

Score Activity Newest

14

Why does Kelly maximise $E[\log\space G]$ rather than simply $E[G]$?

Jan 8, 2019

9

Positive theta on a long put?

Nov 13, 2018

7

How to calculate the expectation of Poisson process when its intensity is also stochastic

Oct 17, 2018

6

Why are implied volatility and the volatility required for an option to be profitable two different things?

Dec 4, 2018

6

What are the quantitative finance books that we should all have in our shelves?

Dec 8, 2018

Questions

Score Activity Newest Views

This user has not asked any questions

Tags

View all 141 tags

black-scholes

24

Score

12

posts

implied-volatility

18

Score

9

posts

option-pricing

17

Score

12

posts

stochastic-processes

17

Score

7

posts

stochastic-calculus

15

Score

6

posts

Reputation

+10

Why are implied volatility and the volatility required for an option to be profitable two different things?

+10

Micro-pricing of futures

+10

Why my implementation of CRR model does not converge?

+10

Hedging treasury bond with Eurodollar futures

Badges

View all badges

This user doesn’t have any gold badges yet.

9

silver badges

Enlightened

Apr 23, 2020
Necromancer

Jul 24, 2020
Yearling

× 7

Oct 24, 2022

16

bronze badges

Citizen Patrol

Nov 12, 2018
Critic

Oct 16, 2018
Custodian

× 5

Feb 15, 2019

Accounts

View all 12 accounts

6,054
3
17
61

Quantitative Finance

2,177
9
16

544
2
9

259
5

131
2

Active bounties (0)

Active Offered Earned

This user has no active bounties

Votes cast

201

upvotes

39

downvotes

135

question votes

105

answer votes