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edouard

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333 reputation
15
bio website quantcorner.wordpress.com
location Francia
age
visits member for 1 year, 1 month
seen yesterday
stats profile views 49

333 reputation
 bio website quantcorner.wordpress.com visits member for 1 year, 1 month
15 badges
 location Francia seen yesterday
summary answers questions tags badges favorites bounties reputation activity

16 Answers

newest activity votes
0
Cointegration tests
1
Regression extensions
1
Regression with Lagged variables
3
Testing Black Scholes Analytical Options Pricer
1
How to price a calendar spread option?
1
How to calculate Vomma of Black Scholes model
0
What is the clean price and dirty price of a risky bond?
0
What sources would you recommend for Real Time Market Data other than Bloomberg/Reuters?
1
How do you explain the volatility smile in the Black-Scholes framework?
0
Comparing investment opportunities questions (from interview)
-1
Do I need a copula to accurately estimate the VaR of a portfolio of risky assets?
2
Choosing the time-frame to test for cointegration
-2
How to calculate the most realistic historical option prices with additional publicly available parameters
2
Ways of treating time in the BS formula
5
C++ training from scratch to quantitative trading?
2
If the distribution of returns in symmetric, why not use a coin toss, small risk & high reward?
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