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richardh

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visits member for 2 years, 3 months
seen May 13 at 13:25
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finance PhD student
3,025 reputation
 bio website visits member for 2 years, 3 months
519 badges
 location seen May 13 at 13:25
summary answers questions tags badges favorites bounties reputation activity

45 Answers

newest activity votes
4
What concepts are the most dangerous ones in quantitative finance work?
4
What are the popular methodologies to minimize data snooping?
3
zero-sum active management riddle
3
An equation for European options
3
Is statistical arbitrage on FX possible?
3
Is it possible to use a series of option prices to predict the most likely path of an asset?
3
Who has introduced the term 'vega' and why?
2
How to check if a timeseries is stationary?
2
Garch modelling on Stata
2
Can risk aversion indicators anticipate financial crises? Research and/or strategies
2
Simulating Returns
2
Discrete-time model: stock dynamics
2
Data on US bankruptcy rate vs. standard valuation ratios
1
How to generate a random price series with a specified range and correlation with an actual price?
1
Value-at-Risk of the sum of two dependent lognormal random variables
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