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22879
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location Aschaffenburg, Germany
age 44
visits member for 3 years, 10 months
seen 1 hour 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
26
answered How is stock data objectively different to this random walk?
Oct
24
comment PerformanceAnalytics and Annual Charting
Could you give the reference or be a little bit more specific what these different blocks represent?
Oct
22
revised How to calculate the most realistic historical option prices with additional publicly available parameters
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Oct
22
revised Papers about backtesting option trading strategies
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Oct
22
awarded  Popular Question
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?
Sep
30
awarded  Explainer
Sep
25
revised Hidden Markov Model & Its Application
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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
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