8,990 reputation
12877
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location Aschaffenburg, Germany
age 44
visits member for 3 years, 8 months
seen 3 hours ago

The stock market is a metaphor for life: "How to survive in a stochastic environment?"

I am proud member of the Bachelier Finance Society: http://www.bachelierfinance.org


Oct
13
comment Is there anyone still using Markowitz modern portfolio theory?
+1: I see it the same way...
Oct
7
comment Is linear programming important for quant?
Welcome to Quant.SE! Thank you for this question. If you find the answers helpful it would be great if you upvoted them and accepted one of them :-)
Oct
7
awarded  Nice Answer
Oct
6
comment Is linear programming important for quant?
+1 for covering the P part, see my answer for the Q part :-)
Oct
6
answered Is linear programming important for quant?
Oct
5
comment Which quantitative tools are actually used for hedging energy price and volume risk?
Dear colleague! Welcome to Quant.SE and thank you for your question. If the answer was helpful upvoting and accepting it is highly appreciated :-)
Oct
1
answered Which quantitative tools are actually used for hedging energy price and volume risk?
Oct
1
comment How can I estimate expected maximum drawdown with historical data?
wikipedia is your friend: en.wikipedia.org/wiki/Drawdown_(economics)
Sep
30
awarded  Explainer
Sep
25
revised Hidden Markov Model & Its Application
added 198 characters in body
Sep
24
awarded  Notable Question
Sep
21
comment Solving Black-Scholes PDE using Laplace transform
Welcome to Quant Stackexchange :-) Thank you for your interesting first question. If the answer was helpful you could upvote and accept it :-)
Sep
20
awarded  Necromancer
Sep
18
comment In what kind of stochastic process Ito's lemma is adopted?
This is a site for professional quants. Concerning this question: Wikipedia is your friend.
Sep
18
answered Solving Black-Scholes PDE using Laplace transform
Sep
18
revised Solving Black-Scholes PDE using Laplace transform
deleted 5 characters in body; edited title
Sep
8
comment Martingale Stock Prices
@Downvoter: It is good practice here to state a reason why you downvoted and/or give advice on how you think the answer could be improved - thank you!
Sep
1
comment When Fed stops QE, Treasury Futures will go down in price, so… LEAP Puts are a good idea?
@user1883050: Now you have your min. rep (I just upvoted your question :-)
Aug
25
awarded  Popular Question
Aug
17
awarded  Popular Question