8,990 reputation
12878
bio website
location Aschaffenburg, Germany
age 44
visits member for 3 years, 8 months
seen 20 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


Feb
11
awarded  Popular Question
Feb
4
awarded  Custodian
Feb
4
reviewed Excellent How to attribute income that incurs a double liability in a P&L?
Feb
4
reviewed Excellent Why might a manager consider using an interest-rate in which the notional principal amount declines over time?
Feb
4
reviewed Excellent Understanding Passive Rebate Arbitrage
Feb
4
reviewed Excellent Limits analysis
Feb
4
reviewed Excellent what is the implied volatility on a basket of options
Feb
4
reviewed Excellent Basket option pricing: step by step tutorial for beginners
Feb
4
reviewed Excellent price of a “Cash-or-nothing binary call option”
Feb
4
reviewed Excellent Determining portfolio risk return in R given historical data for individual holdings?
Feb
3
comment How to detect structural breaks in variance?
I updated my answer and included the links to the R-package as requested.
Feb
3
revised Tools in R for estimating time-varying copulas?
deleted 103 characters in body
Jan
31
awarded  Yearling
Jan
30
comment How to detect structural breaks in variance?
@Dail: Done :-) Thank you
Jan
30
revised How to detect structural breaks in variance?
added 548 characters in body
Jan
29
revised What are the options for a mathematician to break into QF without working for a fund?
added 1222 characters in body
Jan
29
answered What are the options for a mathematician to break into QF without working for a fund?
Jan
28
comment What are some good technical and non-technical books for a math lover to get in to quantitative analysis?
I think we are now (two years later!) stable enough to reopen it - I voted for it.
Jan
28
comment What should be considered when selecting a windowing function when smoothing a time series?
@babelproofreader: But you can accept an answer anyway :-)
Jan
28
comment Code for Evidence Based Technical Analysis
@user2936: You can accept one of the answers if you are satisfied by it :-)