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| bio | website | blogs.msdn.com/curth |
|---|---|---|
| location | United States | |
| age | 44 | |
| visits | member for | 2 years, 4 months |
| seen | Sep 18 '11 at 17:18 | |
| stats | profile views | 7 |
I'm a programmer at Microsoft working on developer tools.
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Mar 13 |
awarded | Teacher |
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Feb 2 |
comment |
What is a “coherent” risk measure? I think these are just formal ways of describing informal "common-sense" ideas about risk. In the Wikipedia article, each axiom has a short sentence that descries the motivation -- such as "the risk of two portfolios together cannot get any worse than adding the two risks separately". |
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Jan 31 |
awarded | Supporter |
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Jan 31 |
answered | What are some good technical and non-technical books for a math lover to get in to quantitative analysis? |
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Jan 31 |
awarded | Autobiographer |
