vanguard2k

655 reputation

	655 reputation	bio	website		visits	member for	10 months
11 badges		location	Vienna, Austria		seen	May 17 at 13:29

13 Posts

Jan 15	answered	Comparison of Brownian Motion Expected Drawdown and simulated results
Jan 4	answered	Yield of a risky bond
Dec 17	answered	Price difference between bond cash and futures
Nov 28	answered	When do Finite Element method provide considerable advantage over Finite Differences for option pricing?
Nov 5	answered	Why does $\hat{\epsilon}'\hat{\epsilon}$ of a factor model measure risk?
Nov 2	answered	How do you synthesize a probability density function (pdf) from equally weighted price data?
Oct 2	asked	Measuring Behavioral Finance Effects in Fund/Portfolio Manager Analysis
Oct 1	answered	Resampled efficient frontier length of simulation
Oct 1	answered	Michaud's Resampled Efficient Frontier - Out of Sample Simulation Testing
Sep 25	answered	What is an acceptable error on implied volatility?
Aug 31	answered	Benfords law and quantitative finance
Aug 24	answered	Basic question about Black Scholes derivation
Aug 1	answered	How high of a Sharpe ratio is implausibly high for a low-frequency equity strategy?