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BlueTrin's user avatar
BlueTrin's user avatar
BlueTrin
  • Member for 12 years, 3 months
  • Last seen more than 1 year ago
8 votes

From Fourier Transforms to Option Values

6 votes

Looking for analysis of NASDAQ suit?

4 votes

How to simulate a Merton Jump Diffusion process?

4 votes

Quantitative finance mentality for success

3 votes

Best tool to generate cashflow diagrams

3 votes

Quantitative Analysis Games on Investing?

3 votes

Government bonds with negative yield

2 votes

Using Black-Scholes equations to "buy" stocks

2 votes
Accepted

Difference between Ibovespa full and mini futures contract

2 votes

Calculate Daily Returns for Sharpe Ratio

2 votes

How to estimate market integration parameter in Singer-Terhaar model for E(r)?

2 votes
Accepted

IMM rolls: Are there special business day conventions?

1 vote

Greeks of self-financing portfolio

1 vote
Accepted

Relationship in Order Book between S&P500 and S&P500 Futures Contracts

1 vote

Generate tick data from candlestick

1 vote

Interpolating FX forward points

0 votes

Observed market price for the August-Greece-paid bonds were the NPV of the bond or of an option?