Quantitative Finance
Meta user
Network profile
665
reputation
3
6

phlsmk

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

11
answers
0
questions
~57k
people reached
  • Member for 9 years
  • 66 profile views
  • Last seen Mar 29 '18 at 15:17

Communities (6)

Top network posts

We respect a laser-like focus on one topic.

Top tags (31)

Score 15
Posts 2
Posts % 18
Score 15
Posts 2
Score 10
Posts 1
Score 10
Posts 1
Score 10
Posts 1
Score 8
Posts 1
View all tags →

Top posts (11) All Questions Answers | Votes Newest

10 How are distributions for tail risk measures estimated in practice? Feb 8 '11
8 Delta Hedging with fixed Implied Volatility or floating Implied Volatility? Oct 26 '15
5 How to limit the nbr of cross-gamma calculations in a delta-gamma VaR calculation? Feb 10 '11
5 What does it mean to modify the factor loadings of a credit risk model? Feb 10 '11
5 Comparing Returns on a Sector Basis Feb 11 '11
4 Delta hedging on Barrier/Digital Options Jul 21 '17
4 Which data sources are available for cryptocurrencies? Jul 25 '17
3 How to download all 10-K reports for all companies listed on S&P 500? Jul 24 '17
3 How do we know if the volatility which is quoted in market is Normal (Bachelier model) or log normal (Black 76)? Oct 29 '15
1 What curve are you shifting when you calculate DV01 for a swap? Jul 25 '17
View all questions and answers →

Badges (9)

Gold

—

Silver

3

Rarest

Bronze

6

Rarest

View all badges →