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| bio | website | researchgate.net/profile/… |
|---|---|---|
| location | Vienna | |
| age | 31 | |
| visits | member for | 11 months |
| seen | May 14 at 7:53 | |
| stats | profile views | 130 |
Risk Manager at Raiffeisen Capital Management
External Lecturer at Vienna University of Technology
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Mar 6 |
accepted | Fair swap rate of an amortizing swap |
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Feb 27 |
accepted | Applications of Fourier theory in trading |
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Feb 14 |
accepted | Copula models and the distribution of the sum of random variables without Monte Carlo |
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Feb 7 |
accepted | Discrete returns versus log returns of assets |
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Feb 7 |
accepted | Implied Volatility for Asian option |
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Feb 7 |
accepted | How to Delta Hedge with Futures? |
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Feb 7 |
accepted | Liquidity in a market risk model based on historical simulation |
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Feb 7 |
accepted | Quantitative risk model for an open real estate mutual fund in Europe |
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Sep 24 |
accepted | Modelling VIX Futures for risk management |
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Sep 18 |
accepted | Benfords law and quantitative finance |
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Aug 1 |
accepted | How to properly interpret accrued interest of bonds |
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Jul 31 |
accepted | Proof for non-positive semi-definite covariance matrix estimator |
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Jul 11 |
accepted | Why should there be an equity risk premium? |
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Jun 28 |
accepted | How does Cornish-Fisher VaR (aka modified VaR) scale with time? |
