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Owe Jessen

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591 reputation
210
bio website econinfo.de
location Kiel, Germany
age 38
visits member for 2 years, 3 months
seen Apr 29 at 16:23
stats profile views 68

591 reputation
 bio website econinfo.de visits member for 2 years, 3 months
210 badges
 location Kiel, Germany seen Apr 29 at 16:23
summary answers questions tags badges favorites bounties reputation activity

17 Answers

newest activity votes
1
How many data points are required to perform a fitting of GPD?
4
Is “eoddata” a good data source?
4
What books should any quantitative portfolio manager or risk manager have as reference?
0
Way to download current stock information (for free)?
2
How to get list of all CUSIPS/ISIN?
2
Rolling GARCH and higher moments
1
What would be the impact of the US Credit Rating downgrade on Crude Oil Prices?
1
Market Value of a CDS
5
Setting the r in put-call parity?
3
Convert returns into an index?
1
Covariance for arbitrarily large portfolios
0
Does the gamma function have any application in quantitative finance?
2
How would one price a “credit event binary option”?
3
How to encode trading strategies mathematically
6
Correlation between prices or returns?
2
Stochastic recovery rates
6
What is a martingale?
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