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location Switzerland
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visits member for 2 years, 3 months
seen Aug 27 at 14:57

Aug
27
answered Risk Neutral Pricing Necessary Condition
Aug
20
answered Stress Testing Methods
Aug
11
answered what is General IB2 Restriction in Basel II credit risk model
Aug
11
answered Who is the issuer and the counter part of this instrument?
Jul
30
answered CVA number used by Finance Team
Jul
16
answered Excel to Java for Interactive brokers
Jun
30
answered Recommendations for books to understand the math in quantitative finance papers?
Jun
27
answered Non-negative matrix factorization for factor analysis of stocks
Jun
6
answered Modelling with negative interest rates
Jun
5
answered What is the hedging underlying of MBS
May
22
answered Implied Probability of Default from Bond Prices
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