8,990 reputation
12878
bio website
location Aschaffenburg, Germany
age 44
visits member for 3 years, 8 months
seen 11 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


2d
revised How to calculate the most realistic historical option prices with additional publicly available parameters
added 3 characters in body
2d
revised Papers about backtesting option trading strategies
added 3 characters in body
Sep
25
revised Hidden Markov Model & Its Application
added 198 characters in body
Sep
18
revised Solving Black-Scholes PDE using Laplace transform
deleted 5 characters in body; edited title
Jul
15
revised Why does [dz(t)]^2 converge to dt over infinitesimally short time periods?
added 113 characters in body
Jul
11
revised Martingale Stock Prices
added 171 characters in body
Jul
11
revised Martingale Stock Prices
edited tags
Jul
7
revised Non-linear Dynamical Systems and Quantitave Finance
added 367 characters in body
Jul
6
revised Non-linear Dynamical Systems and Quantitave Finance
added 3 characters in body
Jul
6
revised Non-linear Dynamical Systems and Quantitave Finance
added 757 characters in body
Jul
6
revised Non-linear Dynamical Systems and Quantitave Finance
edited tags
Jul
2
revised Why does [dz(t)]^2 converge to dt over infinitesimally short time periods?
added 837 characters in body
Jul
2
revised Why does [dz(t)]^2 converge to dt over infinitesimally short time periods?
added 126 characters in body
Jun
6
revised How to estimate real-world probabilities
added 36 characters in body
Jun
6
revised How to estimate real-world probabilities
added 190 characters in body
Jun
6
revised Quant teams predicting the World Cup
edited body; edited title
Jun
5
revised Why shrink the covariance matrix?
added 149 characters in body
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?
edited title
Mar
28
revised Random matrix theory (RMT) in finance
deleted 32 characters in body