Richard

1,344 reputation

113

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

	1,344 reputation	bio	website	researchgate.net/profile/…	visits	member for	11 months
113 badges		location	Vienna		seen	May 14 at 7:53

summary answers questions tags badges favorites bounties reputation activity

31 Revisions

suggestions reviews revisions comments badges posts accepts all

Apr 9	revised	Value at Risk Monte-Carlo using Generalized Pareto Distribution(GPD) Added MC generation for GPD
Apr 5	revised	Stochastic modelling of derivatives on dividends deleted 127 characters in body
Apr 2	revised	Stochastic modelling of derivatives on dividends Question was simplified in order to attract answers.
Mar 28	revised	Stochastic modelling of derivatives on dividends edited body
Mar 15	revised	Calculate the expectation of a shift CDF added a mines in the formula in line 2 $F(-s)$
Mar 15	revised	Is Optimization ignoring correlation valid? added 160 characters in body
Mar 11	revised	Predict Market Direction, What is forecastable/unforecastable? Changes $t+1$ to $t$.
Mar 8	revised	Predict Market Direction, What is forecastable/unforecastable? added 3 characters in body
Mar 6	revised	How does the “risk-neutral pricing framework” work? Corrected grammar
Mar 4	revised	Geometric Brownian Motion with non-negative random increments deleted 13 characters in body
Mar 4	revised	Geometric Brownian Motion with non-negative random increments added 223 characters in body
Feb 26	revised	Applications of Fourier theory in trading added 264 characters in body
Feb 26	revised	Fair swap rate of an amortizing swap edited body
Feb 22	revised	Reference on SDE driven by jump processes added 311 characters in body
Feb 13	revised	Interpretation of PCs added 1 characters in body
Feb 4	revised	What do eigenvalues/eigenvectors of the yield/forward rates covariance matrices mean? typos
Feb 3	revised	What do eigenvalues/eigenvectors of the yield/forward rates covariance matrices mean? edited body
Feb 1	revised	Pricing in HJM framework a typo
Jan 30	revised	Pricing in HJM framework deleted 21 characters in body
Jan 30	revised	Predict Quadratic Trend in Time Series code formatting