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| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 8 months |
| seen | 2 days ago | |
| stats | profile views | 19 |
Monte Carlo, risk, QMC, statistical efficiency, high dimensional approximation...
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Apr 24 |
answered | Transformation to reduce standard deviation without changing median |
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Apr 16 |
asked | Stress testing covariance |
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Apr 9 |
answered | Iterating through every path of a Trinomial Tree |
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Mar 19 |
answered | Reasoning behind multiple names for the equivalent risk measures AVaR/ETL/ES/CVaR |
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Feb 26 |
answered | Random matrix theory (RMT) in finance |
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Feb 25 |
asked | Credit spreads vs default events dependence |
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Feb 13 |
answered | Why is C++ still a very popular language in quantitative finance? |
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Jan 22 |
answered | Overview of software companies in the industry |
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Jan 21 |
asked | Basel CVA VaR with R/WWR |
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Dec 10 |
answered | Model-implied yield spread on corporate bonds |
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Oct 31 |
asked | What makes IRC a market risk? |
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Oct 18 |
answered | Reference request: Survey article on GPU in Finance |
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Sep 28 |
asked | VaR backtesting with overlapping time intervals |
