8,816 reputation
12675
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location Aschaffenburg, Germany
age 44
visits member for 3 years, 7 months
seen 16 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
23
answered When to use the real world drift and when the risk neutral one for a Monte-Carlo simulation?
May
19
comment Relationship between Large Cap and Small Cap Volatility
Cross-posted here: wilmott.com/messageview.cfm?catid=38&threadid=96826
May
19
reviewed No Action Needed Why is the Drawdown measure not used for portfolio optimization?
May
19
reviewed No Action Needed Which data service to buy for redistributable data?
May
19
reviewed Leave Open Forex brokers with free API compatible with Node.js
May
16
answered How to model hedge fund returns?
May
14
reviewed Reviewed What is the motivation for index benchmark?
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