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ezbentley

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195 reputation
4
bio website
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visits member for 1 year, 2 months
seen 45 mins ago
stats profile views 13

195 reputation
 bio website visits member for 1 year, 2 months
4 badges
 location seen 45 mins ago
summary answers questions tags badges favorites bounties reputation activity

5 Questions

views newest activity votes
2
5
votes
4
answers
595
views

Fastest solver possible for portfolio optimization

programming optimization mean-variance
jan 7 at 12:29 montyhall 17
2
5
votes
0
answers
193
views

Can Hurst exponent be used to characterize nonlinear dependence in time series?

time-series hurst-exponent nonlinear
sep 10 at 17:52 ezbentley 195
 
2
votes
1
answer
175
views

Risk neutral probability in binomial short rate model assumed to be 0.5?

binomial-tree risk-neutral-measure
oct 18 at 16:11 Alexey Kalmykov 1,741
1
1
vote
1
answer
106
views

Expected length and depth of drawdown

portfolio-management drawdown
nov 1 at 5:10 Matt Wolf 5,803
1
5
votes
0
answers
100
views

Replicating portfolio and risk-neutral pricing for interest rate options

options option-pricing interest-rates replication
dec 12 at 15:22 ezbentley 195
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