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vanguard2k

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655 reputation
11
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location Vienna, Austria
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visits member for 11 months
seen May 17 at 13:29
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655 reputation
bio website visits member for 11 months
11 badges
location Vienna, Austria seen May 17 at 13:29
summary answers questions tags badges favorites bounties reputation activity

12 Answers

newest activity votes
4
Yield of a risky bond
jan 4 at 15:53
4
Price difference between bond cash and futures
dec 17 at 13:40
3
Why does $\hat{\epsilon}'\hat{\epsilon}$ of a factor model measure risk?
nov 5 at 7:45
3
How high of a Sharpe ratio is implausibly high for a low-frequency equity strategy?
aug 1 at 6:28
2
When do Finite Element method provide considerable advantage over Finite Differences for option pricing?
nov 28 at 15:12
2
How do you synthesize a probability density function (pdf) from equally weighted price data?
nov 2 at 10:52
2
Benfords law and quantitative finance
aug 31 at 7:14
1
Comparison of Brownian Motion Expected Drawdown and simulated results
jan 15 at 16:26
1
Michaud's Resampled Efficient Frontier - Out of Sample Simulation Testing
oct 1 at 11:25
1
What is an acceptable error on implied volatility?
sep 25 at 10:46
0
Resampled efficient frontier length of simulation
oct 1 at 12:19
0
Basic question about Black Scholes derivation
aug 24 at 7:28
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