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location Aschaffenburg, Germany
age 44
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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


Jan
2
answered Anybody knows the answer to this exercise found in PWIQF?
Jan
2
answered Where can I find answers to questions in the book “Paul Wilmott Introduces Quantitative Finance”?
Jan
2
answered Scan for chart patterns software
Jan
1
answered Can you use a t-test on bootstrapped Value at Risk (VaR) figures?
Dec
30
answered Using central limit theorem to test whether population average return is the same, before and after the recession
Dec
23
answered Aren't Technical Indicators calculated on Adjusted Close Price?
Dec
22
answered Distinction between “risk factor” and “market anomaly”
Dec
15
answered Can classical economics explain *any* of the so-called stylized facts of finance?
Dec
1
answered Kalman Filter Equity Example
Nov
24
answered What are the canonical books for statistics applied to finance?
Nov
21
answered Relationship between Beta and Standard Deviation
Nov
4
answered Black scholes text book
Oct
26
answered How is stock data objectively different to this random walk?
Oct
6
answered Is linear programming important for quant?
Oct
1
answered Which quantitative tools are actually used for hedging energy price and volume risk?
Sep
18
answered Solving Black-Scholes PDE using Laplace transform
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