8,681 reputation
12471
bio website
location Aschaffenburg, Germany
age 44
visits member for 3 years, 5 months
seen 20 hours 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


1d
revised Martingale Stock Prices
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1d
revised Martingale Stock Prices
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Jul
7
revised Non-linear Dynamical Systems and Quantitave Finance
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6
revised Non-linear Dynamical Systems and Quantitave Finance
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6
revised Non-linear Dynamical Systems and Quantitave Finance
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revised Non-linear Dynamical Systems and Quantitave Finance
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Jul
2
revised Why does [dz(t)]^2 converge to dt over infinitesimally short time periods?
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Jul
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revised Why does [dz(t)]^2 converge to dt over infinitesimally short time periods?
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Jun
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revised How to estimate real-world probabilities
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Jun
6
revised How to estimate real-world probabilities
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Jun
6
revised Quant teams predicting the World Cup
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Jun
5
revised Why shrink the covariance matrix?
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Apr
23
revised Hidden Markov Models methods for selecting optimal number of states
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Apr
4
revised What quant-related functionalities is R lacking compared to commercial software like Mathematica and Matlab?
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Mar
28
revised Random matrix theory (RMT) in finance
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Mar
9
revised An alternative to the Gaussian distribution to describe/fit market stock returns
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Mar
7
revised Wiener process proof
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Mar
6
revised An alternative to the Gaussian distribution to describe/fit market stock returns
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Mar
4
revised Algorithmical replication of a profit and loss function using different options
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Mar
4
revised Algorithmical replication of a profit and loss function using different options
edited title