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jenson_bo

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103 reputation
bio website visits member for 7 months
2 badges
location seen Jun 14 at 9:07
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6 Favorites

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5
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3
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Stochastic modeling of stock price process

stochastic-processes finance
jun 7 at 18:05 acheong87 219
6
7
votes
5
answers
2
kviews

How do you explain the volatility smile in the Black-Scholes framework?

black-scholes implied-volatility
feb 16 at 1:47 Community♦ 1
12
13
votes
5
answers
2
kviews

Is the stock price process a martingale or a Markov process?

equities martingale stochastic-processes
jan 20 at 6:31 GAM 76
15
22
votes
4
answers
2
kviews

Random matrix theory (RMT) in finance

probability mathematics random-matrix-theory
feb 26 at 15:23 Quartz 449
124
93
votes
19
answers
26
kviews

What data sources are available online?

data finance economics
jun 4 at 0:26 user508 869
8
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votes
2
answers
2
kviews

What is the difference between the methods for calculating VaR?

risk var
aug 4 '11 at 21:18 John Channing 346
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