Quartz

less info

network profile

326 reputation

6

bio	website
	location
	age
visits	member for	7 months
	seen	18 hours ago
stats	profile views	19

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

summary answers questions tags badges favorites bounties reputation activity

5 Questions

views newest activity votes

3

votes

0

answers

153

views

What makes IRC a market risk?

irc idrc incremental-risk credit-risk market-risk

nov 1 at 8:56 Quartz 326

1

vote

0

answers

138

views

VaR backtesting with overlapping time intervals

backtesting var

sep 28 at 12:19 Quartz 326

3

votes

0

answers

81

views

Stress testing covariance

correlation covariance correlation-matrix stress-testing reverse-stress-testing

apr 17 at 13:02 Quartz 326

1

4

votes

0

answers

68

views

Basel CVA VaR with R/WWR

cva basel-iii cva-var wwr rwr

jan 21 at 18:03 Quartz 326

3

votes

0

answers

40

views

Credit spreads vs default events dependence

simulations default dependence credit-spreads

feb 25 at 17:57 Quartz 326

Technology			Life / Arts	Culture / Recreation	Science	Other
Stack Overflow Server Fault Super User Web Applications Ask Ubuntu Webmasters Game Development TeX - LaTeX	Programmers Unix & Linux Ask Different (Apple) WordPress Answers Geographic Information Systems Electrical Engineering Android Enthusiasts IT Security	Database Administrators Drupal Answers SharePoint User Experience Mathematica more (14)	Photography Science Fiction & Fantasy Seasoned Advice (cooking) Home Improvement more (13)	English Language & Usage Skeptics Mi Yodeya (Judaism) Travel Arqade (gaming) Bicycles Role-playing Games more (22)	Mathematics Cross Validated (stats) Theoretical Computer Science Physics more (7)	Stack Apps Meta Stack Overflow Area 51 Stack Overflow Careers

site design / logo © 2013 stack exchange inc; user contributions licensed under cc-wiki with attribution required

rev 2013.5.23.698

Quantitative Finance Stack Exchange works best with JavaScript enabled