Richard
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6,978
34/100 score
 Jan 25 revised What's the name of this nearly-brownian stochastic process? added 1 character in body Jan 25 comment Subclass Tracking Error It is unclear what you are asking. Please provide links to references or define terms in the question directly. Jan 25 answered What's the name of this nearly-brownian stochastic process? Jan 20 comment decompose correlation swap pnl I can try, but please helpe me: do you mean implied correlation? as here in formula 3 ? Jan 20 revised completeness of the binomial model - proof added 1 character in body Jan 19 answered completeness of the binomial model - proof Jan 19 comment completeness of the binomial model - proof Please explain your notation. What is $P*$? $\bar{S}$ is the discounted stock price? Where is a reference to the above notation? In the red part, where does the curly bracket end? Jan 18 answered decompose correlation swap pnl Jan 14 comment Interpretation of portfolio standard deviation Yes,but this is trivial and your answer is a comment. Jan 14 answered Interpretation of portfolio standard deviation Jan 14 comment Augmented Dickey-Fuller Questions This is a purely statistical question, you might get the best answers here: stackexchange.com Jan 13 revised Is Value-at-Risk translation invariant? added 26 characters in body Jan 13 answered Is Value-at-Risk translation invariant? Jan 13 comment Is Value-at-Risk translation invariant? Still: how is $g()$ defined? What is it supposed to be. Is $g(x) =x^2$ ? $g$ just pops up in the last term, why? Jan 13 comment Is Value-at-Risk translation invariant? What is $g()$ above? Jan 12 revised Estimation of annualized volatility depending on data frequency - exceptions to the general rule? added 84 characters in body Jan 11 comment Estimation of annualized volatility depending on data frequency - exceptions to the general rule? I tried .. ;) just adding characters for the remark to be able to post. Jan 11 revised Estimation of annualized volatility depending on data frequency - exceptions to the general rule? edited title Jan 11 comment Estimation of annualized volatility depending on data frequency - exceptions to the general rule? I think this is a very good question but the title could be clearer ... could you find one? Jan 11 answered Estimation of annualized volatility depending on data frequency - exceptions to the general rule?