359 reputation
26
bio website litvak.eu/pyfi
location
age
visits member for 2 years, 8 months
seen Sep 27 at 16:40

Feb
7
revised How to minimize the difference between a parametric VaR and a MC-VaR with lognormal assumption?
corrected lognormal distribution params
Feb
7
revised How to minimize the difference between a parametric VaR and a MC-VaR with lognormal assumption?
put the formula into TeX format