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Konsta

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328 reputation
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visits member for 1 year, 1 month
seen May 3 at 21:37
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328 reputation
 bio website visits member for 1 year, 1 month
16 badges
 location seen May 3 at 21:37
summary answers questions tags badges favorites bounties reputation activity

7 Answers

newest activity votes
7
What is an efficient data structure to model order book?
4
Which greeks do you need to hedge if you want to implement an implied-volatility security?
3
CARA Utility function expected utility
2
How does one go from measure P to Q(risk-neutral) when modeling an asset paying dividends?
2
What mathematical characteristics are required from the asset price process in order to stay within the RNP framework?
0
Analyzing tick data
0
Is there an optimal covariance one would want forecasts to have?
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