147 reputation
1
bio website
location New York, New York
age 55
visits member for 1 year, 1 month
seen Nov 6 '12 at 19:01
stats profile views 10

Apr
26
comment Targeted Return
@chrisaycock: I believe that this question could be recast in "value at risk" terms. (I don't know how to do this.) If so, might it be a candidate for reopening?
Apr
26
awarded  Teacher
Apr
25
comment Calculate a discount rate given a PV at some point in the future
@user548084: I only know the beginning and end points; 100% subscription after 0 months, 22% after 24. That's an attrition rate of 78% (100%-22%) in 24 months. 78%/24 = 3.25% a month, assuming it's "pro rata" (straight line). That's just a guess. You could argue that the "true" rate is more like 6% in months 1-13, falling to 0% in month 14 and therefter, to get to 78% That is a different profile, and a different calculation.
Apr
25
answered Why in general is the variance of volume changes higher than variance of price changes?
Apr
25
answered definition for “the viscosity” in financial market data series
Apr
25
answered Calculate a discount rate given a PV at some point in the future
Oct
27
answered Are there any valuation models of securities that use hyperbolic discounting?
Oct
26
answered Why is an inverted yield curve a problem?