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location Switzerland
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visits member for 2 years, 7 months
seen Mar 11 at 23:15

Jun
27
answered Non-negative matrix factorization for factor analysis of stocks
Jun
26
revised Modelling with negative interest rates
added 330 characters in body
Jun
26
revised which product supports Basel III LCR (liquidity coverage ratio) reporting?
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Jun
7
revised Modelling with negative interest rates
deleted 203 characters in body
Jun
7
revised Modelling with negative interest rates
deleted 203 characters in body
Jun
6
revised Modelling with negative interest rates
deleted 203 characters in body
Jun
6
revised Modelling with negative interest rates
deleted 203 characters in body
Jun
6
revised Modelling with negative interest rates
deleted 203 characters in body
Jun
6
revised Modelling with negative interest rates
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Jun
6
comment Modelling driftless stock price with geometric Brownian motion
@Bill, you should copy paste carefully from files (: you included the bracket in the domain link)
Jun
6
answered Modelling with negative interest rates
Jun
5
answered What is the hedging underlying of MBS
Jun
5
comment Implied Probability of Default from Bond Prices
I understand survival as a function of delta t (you are non dead between the moments t0 and T) while I understand non-default as a function of t (you are not dead at moment T). Survival is the investment point of view and non-default is the liquidation approach.
May
22
answered Implied Probability of Default from Bond Prices
Mar
5
answered Measuring liquidity
Mar
5
awarded  Yearling
Mar
5
answered How come the existence of ARCH effect is not a violation of Random Walk Hypothesis 3?
Jan
8
awarded  Nice Question
Aug
14
revised How popular is the IRR as a tool for capital budgeting, nowadays?
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Aug
14
answered How popular is the IRR as a tool for capital budgeting, nowadays?