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location Aschaffenburg, Germany
age 44
visits member for 3 years, 2 months
seen 3 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


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
Feb
13
answered Model Validation Criteria
Feb
13
answered Is it wrong to use 'real world' probabilities for option valuation?
Feb
12
answered Is it possible to understand financial theory without mathematics?
Feb
1
answered probablity expiring in the money ..basic question
Jan
26
answered How to remove outliers in financial times series?
Dec
8
asked Optimal trading strategy in toy world of simple Hidden Markov model with Gaussians
Dec
2
answered What does it mean by “labor taxes cut is self-financed”?
Oct
6
answered Why use leverage when it does not improve the risk/reward ratio?
Aug
21
answered What are some quantitative approaches to value investment?
Aug
13
answered Partial Least Squares Discriminant Analysis
Aug
12
answered Is HMM of Volatility any different from a simple filter?
Aug
6
answered Why are regressors squared and not ^1.5 or ^2.2 or ^2.5?
Aug
4
answered Are there any new Option pricing models?
Aug
4
asked Measuring and proxies for leverage in the financial system
Jul
30
answered Does Fama French Three Factor Model Work out of Sample (after 1993)?