8,794 reputation
12571
bio website
location Aschaffenburg, Germany
age 44
visits member for 3 years, 5 months
seen 6 mins 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


May
14
reviewed No Action Needed Utility to download historical Implied Volatility data from Interactive Brokers?
May
14
reviewed Reviewed Beta arbitrage in CAPM
May
11
comment Are the sin, cos, tan functions used in some financial calculations?
But the initial conditions in Black Scholes lead to the normal distribution as a solution (i.e. not trig functions)!
May
8
reviewed Reviewed Why does regression capture differences in volatility?
May
8
reviewed No Action Needed Calculate correlation between two sub portfolios and the combined portfolio
May
8
reviewed Leave Open Adjusting open, highs and lows for past monthly stock prices?
May
7
awarded  Custodian
May
7
reviewed Reviewed Valuation of Cox-Ross-Rubinstein Model
May
7
reviewed Leave Open Where can i find tick data for futures contracts
May
2
awarded  Popular Question
May
2
answered What should I put on a math finance cheat sheet?
Apr
23
revised Hidden Markov Models methods for selecting optimal number of states
edited body
Apr
23
answered Hidden Markov Models methods for selecting optimal number of states
Apr
22
comment What's the disadvantage of ARMA-GARCH model?
The title is about the (only one?) disadvantage while the question is about the (again only one?) advantage?!?
Apr
18
comment if technical analysis rules for predict stock prices is unique for all cases, why should we learn neural networks?
What do you mean by "all technical rules"?
Apr
14
comment How can the Wiener process be nowhere differentiable but still continuous?
@Ilya: It is always good to be careful, right ;-) Yet I think you described the trivial case of self-similarity. It is a little bit like which function is its own derivative? Well, the exp-function, right? But there is also a trivial case: f(x)=0... Yet this isn't very helpful when you try to solve a differential equation...
Apr
13
comment How can the Wiener process be nowhere differentiable but still continuous?
@user2069136: If one of the answers were helpful to you please accept one of them - Thank you :-)
Apr
11
reviewed Reject suggested edit on Are e-mini markets manipulated?
Apr
9
comment How can the Wiener process be nowhere differentiable but still continuous?
+1: I think the example of the absolute function is a good one!
Apr
9
answered How can the Wiener process be nowhere differentiable but still continuous?