SRKX

Member for 12 years, 9 months
Last seen more than a month ago

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53/100 score

15/20 answers

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Answers

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Score Activity Newest

34

What is the difference between Option Adjusted Spread (OAS) and Z-spread?

Apr 22, 2012

30

How to simulate stock prices with a Geometric Brownian Motion?

Nov 22, 2012

21

Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff?

Apr 18, 2011

20

What is Ito's lemma used for in quantitative finance?

Jun 22, 2011

20

How to construct a Risk-Parity portfolio?

Mar 23, 2012

Questions

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Score Activity Newest Views

32

How do you mix quantitative asset allocation with qualitative views?

Jan 3, 2012

19

Why is the Drawdown measure not used for portfolio optimization?

Jul 6, 2012

18

Formal proof for risk-neutral pricing formula

Apr 14, 2011

13

What commercial financial libraries are available to outsource implementation risk?

Jul 14, 2012

12

What is the precision of standard deviation estimates with small samples?

Dec 5, 2011

Tags

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stochastic-processes

76

Score

10

posts

equities

67

Score

9

posts

option-pricing

54

Score

12

posts

options

53

Score

18

posts

optimization

50

Score

14

posts

Reputation

+10

What are some quantitative method behind etf vs cash arbitrage?

+10

Can I get Black-Scholes option price from greeks?

+10

Should I use an arithmetic or a geometric calculation for the Sharpe Ratio?

+10

Why is the Drawdown measure not used for portfolio optimization?

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Jan 7, 2012
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Jan 29, 2013
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Jan 25, 2013
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Aug 29, 2011

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