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location Germany
age
visits member for 2 years
seen 12 hours ago

Monte Carlo, risk, QMC, statistical efficiency, high dimensional approximation...


Jul
28
revised How to deal with extreme cases in normal random numbers generation?
deleted 1 character in body
Jul
28
revised How to deal with extreme cases in normal random numbers generation?
added 9 characters in body
Jul
21
revised Comparison of multicurve calibration methods
added issue
Mar
26
revised Effects of random-generator-choice on derivative's price
added 136 characters in body
Feb
19
revised Estimate weekly, yearly quantities from finite samples
added 358 characters in body
Jan
23
revised Lattice Boltzmann method for pricing options
added 115 characters in body
Aug
27
revised Overview of software companies in the industry
added link
Aug
27
revised Overview of software companies in the industry
added 116 characters in body
Jul
29
revised Estimate weekly, yearly quantities from finite samples
added references
Jul
3
revised Stress testing covariance
added 141 characters in body
Jun
25
revised Principle Component Analysis vs. Cholesky Decomposition for MonteCarlo
Filled gap on PSD&Cholesky.
Jun
5
revised VaR for portfolio of funds
typo corrected
Jun
4
revised VaR for portfolio of funds
some detail on the hybrid approach
May
31
revised George Soros models
deleted 32 characters in body
May
31
revised George Soros models
added 1685 characters in body
Apr
25
revised Transformation to reduce standard deviation without changing median
deleted 4 characters in body
Apr
24
revised Transformation to reduce standard deviation without changing median
added 144 characters in body
Apr
17
revised Stress testing covariance
added 81 characters in body
Apr
17
revised Stress testing covariance
added 26 characters in body; edited tags
Mar
19
revised Reasoning behind multiple names for the equivalent risk measures AVaR/ETL/ES/CVaR
added 83 characters in body