319 reputation
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location Switzerland
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visits member for 1 year, 7 months
seen Apr 4 at 18:06

Mar
5
answered Measuring liquidity
Mar
5
answered How come the existence of ARCH effect is not a violation of Random Walk Hypothesis 3?
Aug
14
answered How popular is the IRR as a tool for capital budgeting, nowadays?
Jul
31
answered how to make a distribution model tolerable of trend?
Jun
19
answered Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff?
Jun
19
answered Heston - How important are the initial guess in calibration and if it is very important, what would be a good way to get initial guess?
Jun
19
answered Recommendation for a book on CVA/Credit Risk and PD/LGD/EAD modeling?
Jun
19
answered Are minimum-risk and minimum-variance portfolios equivalent?
Jun
13
answered Block Bootstrapping Relative Returns
Jun
5
answered which product supports Basel III LCR (liquidity coverage ratio) reporting?
Dec
5
asked Is it possible to model general wrong way risk via concentration risk?
Nov
30
answered Why for one year (and not two or three) government bonds (there is a spike for Switzerland & Denmark)?
Oct
10
asked Why for one year (and not two or three) government bonds (there is a spike for Switzerland & Denmark)?
Sep
26
answered Government bonds with negative yield
Sep
26
answered Encyclopedia of Statistical Tests
Sep
19
answered How can I estimate the parameters of an option value model of retirement?
Sep
11
answered Correlation: Test for linear dependence
Sep
6
asked Observed market price for the August-Greece-paid bonds where the NPV of the bond or of an option?
Aug
31
answered Separated software and physical cash flows modelling and pricing to be used with negative interest rates?
Aug
30
answered How do I calculate weighted mean with negative weights?