8,816 reputation
12675
bio website
location Aschaffenburg, Germany
age 44
visits member for 3 years, 7 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


Jul
24
answered How to find optimal look back in quant trading models
Jul
21
asked Worked examples of applying Ito's lemma
Jul
13
answered Why Ito calculus?
Jul
11
answered Martingale Stock Prices
Jul
6
answered Non-linear Dynamical Systems and Quantitave Finance
Jul
2
answered Why does [dz(t)]^2 converge to dt over infinitesimally short time periods?
Jun
30
answered Plot Evolution of portfolio weights over time in R
Jun
25
answered Regime-Switching Model for detecting market shifts
Jun
6
asked Quant teams predicting the World Cup
Jun
5
answered Why shrink the covariance matrix?
May
28
answered Successfull applications of Chaos Theory in Quant Finance
May
23
answered When to use the real world drift and when the risk neutral one for a Monte-Carlo simulation?
May
16
answered How to model hedge fund returns?
May
2
answered What should I put on a math finance cheat sheet?
Apr
23
answered Hidden Markov Models methods for selecting optimal number of states
Apr
9
answered How can the Wiener process be nowhere differentiable but still continuous?
Mar
11
answered Why does it “say” portfolio diversification not suitable during market turmoil?
Mar
9
answered An alternative to the Gaussian distribution to describe/fit market stock returns
Mar
5
answered What would be an alternative if the VaR model is not acceptable?
Feb
28
answered Algorithmical replication of a profit and loss function using different options